itpp::mat cov(const itpp::mat inputMat)
{
itpp::mat l_oResult(inputMat.rows(),inputMat.rows());
itpp::mat centeredMat(inputMat.rows(),inputMat.rows());
centeredMat = itpp::repmat(itpp::sum(inputMat,2), 1, inputMat.cols(), false);
centeredMat = centeredMat / ((double)inputMat.cols());
centeredMat = inputMat-centeredMat;
l_oResult = centeredMat*centeredMat.transpose();
l_oResult = l_oResult / ((double)(inputMat.cols()-1));
l_oResult = l_oResult / itpp::trace(l_oResult);
return l_oResult;
}
itpp::mat STC::mat_pow(const itpp::mat &in_mat, int in_exp)
//square matrix power of integer exponent
{
if (in_exp==0)
{
return itpp::eye(in_mat.rows());
}
itpp::mat out = in_mat;
int abs_in_exp = std::abs(in_exp);
register int n;
for (n=1; n<abs_in_exp; n++)
{
out *= in_mat;
}
return (in_exp>0)?out:itpp::inv(out);
}