vslSSEditCovCor

Developer Reference for Intel® oneAPI Math Kernel Library for C

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ID 766684

Date 12/16/2022

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vslSSEditCovCor

Modifies the pointers to covariance/correlation/cross-product parameters.

Syntax

status = vslsSSEditCovCor(task, mean, cov, cov_storage, cor, cor_storage);

status = vsldSSEditCovCor(task, mean, cov, cov_storage, cor, cor_storage);

Include Files

mkl.h

Input Parameters

Name	Type	Description
task	VSLSSTaskPtr	Descriptor of the task
mean	float* for vslsSSEditCovCor double* for vsldSSEditCovCor	Pointer to the array of means
cov	float* for vslsSSEditCovCor double* for vsldSSEditCovCor	Pointer to a covariance matrix
cov_storage	const MKL_INT*	Pointer to the storage format of the covariance matrix
cor	float* for vslsSSEditCovCor double* for vsldSSEditCovCor	Pointer to a correlation matrix
cor_storage	const MKL_INT*	Pointer to the storage format of the correlation matrix

Output Parameters

Name	Type	Description
status	int	Current status of the task

Description

The vslSSEditCovCor routine replaces pointers to the array of means, covariance/correlation arrays, and their storage format with values passed as corresponding parameters of the routine. If you pass a value of NULL for a specific input parameter, the value of that parameter in the task descriptor is unchanged.

The storage parameters, cov_storage and cor_storage, describe the storage format used for the p-by-p symmetric variance-covariance/correlation/cross-product matrix C. The matrix C can be described as

Table "Storage formats of a variance-covariance/correlation/cross-product matrix" shows how the matrix is stored in a one-dimensional array cp for different values of the storage parameters.

Storage formats of variance-covariance/correlation/cross-product matrices
Parameter	Description
VSL_SS_MATRIX_STORAGE_FULL	The array cp contains all elements of the matrix stored sequentially, row-by-row: `cp[0]` contains `c`_{1, 1} `cp[1]` contains `c`_{1, 2} `cp[p - 1]` contains `c`_1,p `cp[p]` contains `c`_2,1 `cp[pp - 1]` contains `c`_p,p The size of array cp is `p``p`.
VSL_SS_MATRIX_STORAGE_L_PACKED	The array cp contains the lower triangular part of the symmetric matrix stored sequentially, row-by-row: `cp[0]` contains `c`_{1, 1} `cp[1]` contains `c`_{2, 1} `cp[2]` contains `c`_{2, 2} and so on. The size of the array is `p`*(`p`+ 1)/2.
VSL_SS_MATRIX_STORAGE_U_PACKED	The array cp contains the upper triangular part of the symmetric matrix stored sequentially, row-by-row: `cp[0]` contains `c`_{1, 1} `cp[1]` contains `c`_{1, 2} `cp[3]` contains `c`_{1, 3} and so on. The size of the array is `p`*(`p`+ 1)/2.

Parent topic: Summary Statistics Task Editors

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Developer Reference for Intel® oneAPI Math Kernel Library for C

vslSSEditCovCor