From 790663295242345019d7887d312deadec83d5ca3 Mon Sep 17 00:00:00 2001
From: Doug Coleman <doug.coleman@gmail.com>
Date: Tue, 2 Oct 2012 17:59:47 -0700
Subject: [PATCH] math.matrices: Add some combinators for iterating over
 matrices. Add covariance matrix.

---
 basis/math/matrices/matrices-tests.factor | 32 +++++++++++++++++++++++
 basis/math/matrices/matrices.factor       | 10 ++++++-
 2 files changed, 41 insertions(+), 1 deletion(-)

diff --git a/basis/math/matrices/matrices-tests.factor b/basis/math/matrices/matrices-tests.factor
index f4ba962f80..7547e78652 100644
--- a/basis/math/matrices/matrices-tests.factor
+++ b/basis/math/matrices/matrices-tests.factor
@@ -282,3 +282,35 @@ IN: math.matrices.tests
       { 6 12 18 }
       { 7 14 21 } }
 } [ { 5 6 7 } { 1 2 3 } outer ] unit-test
+
+
+CONSTANT: test-points {
+    { 80  27  89 } { 80  27  88 } { 75  25  90 }
+    { 62  24  87 } { 62  22  87 } { 62  23  87 }
+    { 62  24  93 } { 62  24  93 } { 58  23  87 }
+    { 58  18  80 } { 58  18  89 } { 58  17  88 }
+    { 58  18  82 } { 58  19  93 } { 50  18  89 }
+    { 50  18  86 } { 50  19  72 } { 50  19  79 }
+    { 50  20  80 } { 56  20  82 } { 70  20  91 }
+}
+
+{
+    {
+        { 84+2/35 22+23/35 24+4/7 }
+        { 22+23/35 9+104/105 6+87/140 }
+        { 24+4/7 6+87/140 28+5/7 }
+    }
+} [
+    test-points sample-cov-matrix
+] unit-test
+
+{
+    {
+        { 80+8/147 21+85/147 23+59/147 }
+        { 21+85/147 9+227/441 6+15/49 }
+        { 23+59/147 6+15/49 27+17/49 }
+    }
+} [
+    test-points cov-matrix
+] unit-test
+
diff --git a/basis/math/matrices/matrices.factor b/basis/math/matrices/matrices.factor
index 3f594c87d2..e5f3dcfe1b 100644
--- a/basis/math/matrices/matrices.factor
+++ b/basis/math/matrices/matrices.factor
@@ -2,7 +2,7 @@
 ! See http://factorcode.org/license.txt for BSD license.
 USING: accessors arrays columns kernel locals math math.bits
 math.functions math.order math.vectors sequences
-sequences.private fry ;
+sequences.private fry math.statistics ;
 IN: math.matrices
 
 ! Matrices
@@ -196,3 +196,11 @@ IN: math.matrices
 
 : cartesian-matrix-column-map ( m quot -- m' )
     [ cols first2 ] prepose cartesian-matrix-map ; inline
+
+: cov-matrix-ddof ( m ddof -- cov )
+    '[ _ cov-ddof ] cartesian-matrix-column-map ; inline
+
+: cov-matrix ( m -- cov ) 0 cov-matrix-ddof ; inline
+
+: sample-cov-matrix ( m -- cov ) 1 cov-matrix-ddof ; inline
+