Fix crash on Windows when calculating a covariance matrix of dimension 1.

[pspp-builds.git] / src / math / covariance.c

diff --git a/src/math/covariance.c b/src/math/covariance.c
index c247148ee9f88d64a29edf36e087d79ab21e95cd..d03f6ad07a3039955047a687d7c9115cb99178c1 100644 (file)
--- a/src/math/covariance.c
+++ b/src/math/covariance.c
@@ -135,7 +135,7 @@ covariance_1pass_create (size_t n_vars, const struct variable **vars,
                         const struct variable *weight, enum mv_class exclude)
 {
   size_t i;
-  struct covariance *cov = xmalloc (sizeof *cov);
+  struct covariance *cov = xzalloc (sizeof *cov);
 
   cov->passes = 1;
   cov->state = 0;
@@ -156,7 +156,9 @@ covariance_1pass_create (size_t n_vars, const struct variable **vars,
 
   cov->n_cm = (n_vars * (n_vars - 1)  ) / 2;
 
-  cov->cm = xcalloc (sizeof *cov->cm, cov->n_cm);
+  if (cov->n_cm > 0)
+    cov->cm = xcalloc (sizeof *cov->cm, cov->n_cm);
+  cov->categoricals = NULL;
 
   return cov;
 }
@@ -338,7 +340,9 @@ covariance_accumulate_pass2 (struct covariance *cov, const struct ccase *c)
       assert (cov->state == 1);
       cov->state = 2;
 
-      cov->dim = cov->n_vars + categoricals_total (cov->categoricals);
+      cov->dim = cov->n_vars +
+       categoricals_total (cov->categoricals) - categoricals_get_n_variables (cov->categoricals);
+
       cov->n_cm = (cov->dim * (cov->dim - 1)  ) / 2;
       cov->cm = xcalloc (sizeof *cov->cm, cov->n_cm);
 
@@ -587,7 +591,6 @@ covariance_calculate_single_pass (struct covariance *cov)
 }
 
 
-
 /* 
    Return a pointer to gsl_matrix containing the pairwise covariances.
    The matrix remains owned by the COV object, and must not be freed.
@@ -611,6 +614,86 @@ covariance_calculate (struct covariance *cov)
     }
 }
 
+/*
+  Covariance computed without dividing by the sample size.
+ */
+static const gsl_matrix *
+covariance_calculate_double_pass_unnormalized (struct covariance *cov)
+{
+  size_t i, j;
+  for (i = 0 ; i < cov->dim; ++i)
+    {
+      for (j = 0 ; j < cov->dim; ++j)
+       {
+         int idx;
+         double *x = gsl_matrix_ptr (cov->moments[MOMENT_VARIANCE], i, j);
+
+         idx = cm_idx (cov, i, j);
+         if ( idx >= 0)
+           {
+             x = &cov->cm [idx];
+           }
+       }
+    }
+
+  return  cm_to_gsl (cov);
+}
+
+static const gsl_matrix *
+covariance_calculate_single_pass_unnormalized (struct covariance *cov)
+{
+  size_t i, j;
+  size_t m;
+
+  for (i = 0 ; i < cov->dim; ++i)
+    {
+      for (j = 0 ; j < cov->dim; ++j)
+       {
+         double *x = gsl_matrix_ptr (cov->moments[MOMENT_VARIANCE], i, j);
+         *x -= pow2 (gsl_matrix_get (cov->moments[MOMENT_MEAN], i, j))
+           / gsl_matrix_get (cov->moments[MOMENT_NONE], i, j);
+       }
+    }
+  for ( j = 0 ; j < cov->dim - 1; ++j)
+    {
+      for (i = j + 1 ; i < cov->dim; ++i)
+       {
+         double *x = &cov->cm [cm_idx (cov, i, j)];
+         
+         *x -=
+           gsl_matrix_get (cov->moments[MOMENT_MEAN], i, j) 
+           *
+           gsl_matrix_get (cov->moments[MOMENT_MEAN], j, i) 
+         / gsl_matrix_get (cov->moments[MOMENT_NONE], i, j);
+       }
+    }
+
+  return cm_to_gsl (cov);
+}
+
+
+/* 
+   Return a pointer to gsl_matrix containing the pairwise covariances.
+   The matrix remains owned by the COV object, and must not be freed.
+   Call this function only after all data have been accumulated.
+*/
+const gsl_matrix *
+covariance_calculate_unnormalized (struct covariance *cov)
+{
+  assert ( cov->state > 0 );
+
+  switch (cov->passes)
+    {
+    case 1:
+      return covariance_calculate_single_pass_unnormalized (cov);  
+      break;
+    case 2:
+      return covariance_calculate_double_pass_unnormalized (cov);  
+      break;
+    default:
+      NOT_REACHED ();
+    }
+}
 
 
 
@@ -619,7 +702,7 @@ void
 covariance_destroy (struct covariance *cov)
 {
   size_t i;
-  free (cov->vars);
+
   categoricals_destroy (cov->categoricals);
 
   for (i = 0; i < n_MOMENTS; ++i)