covariance-matrix.c (covariance_accumulator_to_matrix): Use sum_i and

sum_j to compute products of means. Store the sums of variables in
cov->sums, rather than storing the means.

diff --git a/src/math/covariance-matrix.c b/src/math/covariance-matrix.c
index 82f4b4479ad18b2903339ded476c340075217c2a..2ab5f406fade36931a94412bbf42196541b24874 100644 (file)
--- a/src/math/covariance-matrix.c
+++ b/src/math/covariance-matrix.c
@@ -57,7 +57,7 @@ struct covariance_matrix
 {
   struct design_matrix *cov;
   struct design_matrix *ssize;
-  struct design_matrix *means;
+  struct design_matrix *sums;
   struct hsh_table *ca;
   struct moments1 **m1;
   struct moments **m;
@@ -182,7 +182,7 @@ covariance_matrix_destroy (struct covariance_matrix *cov)
   assert (cov != NULL);
   design_matrix_destroy (cov->cov);
   design_matrix_destroy (cov->ssize);
-  design_matrix_destroy (cov->means);
+  design_matrix_destroy (cov->sums);
   hsh_destroy (cov->ca);
   if (cov->n_pass == ONE_PASS)
     {
@@ -872,7 +872,7 @@ covariance_accumulator_to_matrix (struct covariance_matrix *cov)
 
   cov->cov = covariance_matrix_create (cov->n_variables, cov->v_variables);
   cov->ssize = covariance_matrix_create (cov->n_variables, cov->v_variables);
-  cov->means = covariance_matrix_create (cov->n_variables, cov->v_variables);
+  cov->sums = covariance_matrix_create (cov->n_variables, cov->v_variables);
   for (i = 0; i < design_matrix_get_n_cols (cov->cov); i++)
     {
       sum_i = get_sum (cov, i);
@@ -880,7 +880,7 @@ covariance_accumulator_to_matrix (struct covariance_matrix *cov)
        {
          sum_j = get_sum (cov, j);
          entry = hsh_first (cov->ca, &iter);
-         
+         gsl_matrix_set (cov->sums->m, i, j, sum_i);     
          while (entry != NULL)
            {
              update_ssize (cov->ssize, i, j, entry);
@@ -889,16 +889,14 @@ covariance_accumulator_to_matrix (struct covariance_matrix *cov)
              */
              if (is_covariance_contributor (entry, cov->cov, i, j))
                {
-
                  covariance_matrix_insert (cov->cov, entry->v1, entry->v2, entry->val1,
                                            entry->val2, entry->dot_product);
                }
              entry = hsh_next (cov->ca, &iter);
            }
          tmp = gsl_matrix_get (cov->cov->m, i, j);
-         tmp -= gsl_matrix_get (cov->means->m, i, j) / gsl_matrix_get (cov->ssize->m, i, j);
+         tmp -= sum_i * sum_j / gsl_matrix_get (cov->ssize->m, i, j);
          gsl_matrix_set (cov->cov->m, i, j, tmp);
-
        } 
     }
 }