matrix covariance / eigenvalues / -vectors
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2 Jul
2010
2 Jul
'10
7:06 p.m.
Hi, I try to build a covariance matrix. I have installed and linked LAPACK and ATLAS with boost and use the boost numerical bindings. For the covariance I need a matrix command like cov on http://www.mathworks.com/access/helpdesk/help/techdoc/ref/cov.html I don't find an example in the boost documentation. Is there a command for matrix data? Is there any documentation with example for using LAPACK and boost? I have only found http://mathema.tician.de/node/391 but I can understand it better with examples Thanks for help Phil
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Kraus Philipp