covariance-matrix.c (get_sum): New function to compute means during

loop over covariance matrix.

covariance-matrix.c (covariance_accumulator_to_matrix): Use get_sum to
compute the means.

diff --git a/src/math/covariance-matrix.c b/src/math/covariance-matrix.c
index a33c33b243e46c07c8997a8825f27b00cfbc458b..82f4b4479ad18b2903339ded476c340075217c2a 100644 (file)
--- a/src/math/covariance-matrix.c
+++ b/src/math/covariance-matrix.c
@@ -811,6 +811,37 @@ is_covariance_contributor (const struct covariance_accumulator *ca, const struct
     }
   return false;
 }
+static double
+get_sum (const struct covariance_matrix *cov, size_t i)
+{
+  size_t k;
+  const struct variable *var;
+  const union value *val = NULL;
+  struct covariance_accumulator ca;
+  struct covariance_accumulator *c;
+
+  assert ( cov != NULL);
+  var = design_matrix_col_to_var (cov->cov, i);
+  if (var != NULL)
+    {
+      if (var_is_alpha (var))
+       {
+         k = design_matrix_var_to_column (cov->cov, var);
+         i -= k;
+         val = cat_subscript_to_value (i, var);
+       }
+      ca.v1 = var;
+      ca.v2 = var;
+      ca.val1 = val;
+      ca.val2 = val;
+      c = (struct covariance_accumulator *) hsh_find (cov->ca, &ca);
+      if (c != NULL)
+       {
+         return c->sum1;
+       }
+    }
+  return 0.0;
+}
 static void
 update_ssize (struct design_matrix *dm, size_t i, size_t j, struct covariance_accumulator *ca)
 {
@@ -833,7 +864,9 @@ covariance_accumulator_to_matrix (struct covariance_matrix *cov)
 {
   size_t i;
   size_t j;
-  double tmp;
+  double sum_i = 0.0;
+  double sum_j = 0.0;
+  double tmp = 0.0;
   struct covariance_accumulator *entry;
   struct hsh_iterator iter;
 
@@ -842,29 +875,30 @@ covariance_accumulator_to_matrix (struct covariance_matrix *cov)
   cov->means = 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);
       for (j = i; j < design_matrix_get_n_cols (cov->cov); j++)
        {
+         sum_j = get_sum (cov, j);
          entry = hsh_first (cov->ca, &iter);
          
          while (entry != NULL)
            {
              update_ssize (cov->ssize, i, j, entry);
-
              /*
                We compute the centered, un-normalized covariance matrix.
              */
              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);
-                 covariance_matrix_insert (cov->cov, entry->v1, entry->v2, entry->val1,
-                                           entry->val2, entry->sum1 * entry->sum2);
                }
              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);
          gsl_matrix_set (cov->cov->m, i, j, tmp);
+
        } 
     }
 }