vslspartialcovariance.c

使用INTEL矢量统计类库的程序,包括以下功能: &#61623 Raw and central moments up to 4th order &#61623 Kurtosis and

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!  Content:
!    Calculation of correlation matrix  Example Program Text
!******************************************************************************/


#include "mkl.h"
#include "vsl_ss.h"

#include <stdio.h>

#define N   1000   /* number of observations */
#define DIM 4      /* dimension of the task */ 

#define PART_DIM (DIM/2)    /* dimension of partial cov */ 

#define RETURN_ON_ERROR                 \
    if(errcode<0)                        \
    {                                   \
        printf("Error: %i\n", errcode);  \
        printf("\nTEST FAILED\n");		\
        return errcode;                  \
    }

int main()
{
    int i, j;
    
    int dim=DIM;

    VSLSSTaskPtr task=0;

    float cov[DIM][DIM];
    MKL_INT cov_storage = VSL_SS_MATRIX_FULL_STORAGE;

    MKL_INT partial_index[DIM];
    float partial_cov[PART_DIM][PART_DIM];
    MKL_INT partial_cov_storage = VSL_SS_MATRIX_FULL_STORAGE;

    MKL_INT errcode;    

    for(i=0;i<DIM;i++)
    {
        partial_index[i]=(i<PART_DIM)? 1 : -1;

        for(j=0;j<DIM;j++)
        {
            cov[i][j]=(i==j)?(1.0):(0.1);
        }
    }

    for(i=0;i<PART_DIM;i++)
    {
        for(j=0;j<PART_DIM;j++)
        {
            partial_cov[i][j]=0.0;
        }
    }

    errcode = vslsSSNewTask( &task, &dim, 0, 0, 0, 0, 0 );
    RETURN_ON_ERROR;

    cov_storage = VSL_SS_MATRIX_FULL_STORAGE;

    errcode = vslsSSEditPartialCovCor( task, (int*)partial_index, (float*)cov, &cov_storage, 0, 0,
                                      (float*)partial_cov, &partial_cov_storage, 0, &partial_cov_storage );
    RETURN_ON_ERROR;
              
    errcode = vslsSSCompute( task, VSL_SS_PARTIAL_COVARIANCE, VSL_SS_FAST_METHOD );
    RETURN_ON_ERROR;

    errcode = vslSSDeleteTask( &task );
    RETURN_ON_ERROR;


    printf(" Dimension of the task: %d\n", DIM);
    printf("Number of observations: %d\n\n", N);

    printf(" Covariance matrix\n");
    for(i=0;i<DIM;i++)
    {
        for(j=0;j<DIM;j++)
        {
            printf("%+f ", cov[i][j]);
        }
        printf("\n");
    }

    printf("\n");

    printf(" Computed partial covariance matrix\n");
    for(i=0;i<PART_DIM;i++)
    {
        for(j=0;j<PART_DIM;j++)
        {
            printf("%+9f ", partial_cov[i][j]);
        }
        printf("\n");
    }

    printf("\nTEST PASSED\n");

    return 0;
}