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corr to var and SVD dynamic range

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Antonin Portelli
2022-02-16 18:54:16 +00:00
parent 0de8091f3c
commit 857a8e59c9
2 changed files with 29 additions and 1 deletions
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5
lib/Core/Math.hpp
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@ -70,6 +70,11 @@ namespace MATH_NAMESPACE
// convert variance matrix to correlation matrix
DMat varToCorr(const DMat &var);
DMat corrToVar(const DMat &corr, const DVec &varDiag);
// matrix SVD dynamic range
double svdDynamicRange(const DMat &mat);
double svdDynamicRangeDb(const DMat &mat);
// Constants
constexpr double pi = 3.1415926535897932384626433832795028841970;