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math.matrices: Add some combinators for iterating over matrices. Add covariance matrix.

db4
Doug Coleman 2012-10-02 17:59:47 -07:00
parent b23e52f532
commit 7906632952
2 changed files with 41 additions and 1 deletions
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32
basis/math/matrices/matrices-tests.factor
View File

@ -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

10
basis/math/matrices/matrices.factor
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@ -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