Changeset 5275 for branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate/3.3/Evaluators
- Timestamp:
- 01/11/11 15:03:46 (14 years ago)
- Location:
- branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate/3.3/Evaluators
- Files:
-
- 1 added
- 1 edited
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branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis.MultiVariate/3.3/Evaluators/OnlineMeanMahalanobisDistanceEvaluator.cs
r4555 r5275 60 60 // calculate mahalanobis distance using covariance matrix 61 61 // covMatrix^(-1) * diff => target 62 alglib.ablas.rmatrixmv(covMatrix.GetLength(0), covMatrix.GetLength(1), ref covMatrix, 0, 0, 0, refdiff, 0, ref target, 0);62 alglib.ablas.rmatrixmv(covMatrix.GetLength(0), covMatrix.GetLength(1), covMatrix, 0, 0, 0, diff, 0, ref target, 0); 63 63 64 64 // diff^T * (covMatrix^(-1) * diff) => sum … … 102 102 int info = 0; 103 103 alglib.matinv.matinvreport report = new alglib.matinv.matinvreport(); 104 alglib.matinv.rmatrixinverse(ref covMatrix, covMatrix.GetLength(0), ref info, re f report);104 alglib.matinv.rmatrixinverse(ref covMatrix, covMatrix.GetLength(0), ref info, report); 105 105 if (info != 1) throw new InvalidOperationException("Can't invert covariance matrix."); 106 106 diff = new double[samples.Length];
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