Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 6/24/2024
Public

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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_vsl.f90

Input Parameters

Name

Type

Description

task

Fortran: TYPE(VSL_SS_TASK)

Descriptor of the task

mean

Fortran: REAL(KIND=4) DIMENSION(*) for vslssseditcovcor

REAL(KIND=8) DIMENSION(*) for vsldsseditcovcor

Pointer to the array of means

cov

Fortran: REAL(KIND=4) DIMENSION(*) for vslssseditcovcor

REAL(KIND=8) DIMENSION(*) for vsldsseditcovcor

Pointer to a covariance matrix

cov_storage

Fortran: INTEGER

Pointer to the storage format of the covariance matrix

cor

Fortran: REAL(KIND=4) DIMENSION(*) for vslssseditcovcor

REAL(KIND=8) DIMENSION(*) for vsldsseditcovcor

Pointer to a correlation matrix

cor_storage

Fortran: INTEGER

Pointer to the storage format of the correlation matrix

Output Parameters

Name

Type

Description

status

Fortran: INTEGER

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, column-by-column:

  • cp(1) contains c1, 1
  • cp(2) contains c2, 1
  • cp(p) contains cp, 1
  • cp(p + 1) contains c1, 2
  • cp(p*p) contains cp,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, column-by-column:

  • cp(1) contains c1, 1
  • cp(2) contains c2, 1
  • cp(3) contains c3, 1
  • 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, column-by-column:

  • cp(1) contains c1, 1
  • cp(2) contains c1, 2
  • cp(3) contains c2, 2
  • and so on.

The size of the array is p*(p+ 1)/2.