covariance: addition of complex

Author: jvdp1

src/stdlib_experimental_stats_cov.fypp

@@ -20,8 +20,8 @@ contains
  , merge(size(x, 1), size(x, 2), mask = 1<dim))
 
  integer :: i
- real(${k1}$) :: mean_(merge(size(x, 1), size(x, 2), mask = 1<dim))
- real(${k1}$) :: center(size(x, 1),size(x, 2))
+ ${t1}$ :: mean_(merge(size(x, 1), size(x, 2), mask = 1<dim))
+ ${t1}$ :: center(size(x, 1),size(x, 2))
 
  if (.not.optval(mask, .true.)) then
  res = ieee_value(1._${k1}$, ieee_quiet_nan)
@@ -37,7 +37,7 @@ contains
  #:if t1[0] == 'r'
  res = matmul( transpose(center), center)
  #:else
- error stop
+ res = matmul( transpose(conjg(center)), center)
  #:endif
  case(2)
  do i = 1, size(x, 2)
@@ -46,7 +46,7 @@ contains
  #:if t1[0] == 'r'
  res = matmul( center, transpose(center))
  #:else
- error stop
+ res = matmul( center, transpose(conjg(center)))
  #:endif
  case default
  call error_stop("ERROR (mean): wrong dimension")

src/tests/stats/test_cov.f90

@@ -13,10 +13,20 @@ program test_moment
  2._dp, 4._dp, 6._dp, 8._dp,&
  9._dp, 10._dp, 11._dp, 12._dp], [4, 3])
 
+ complex(dp) :: ds(2,3) = reshape([ cmplx(1._dp, 0._dp),&
+ cmplx(0._dp, 2._dp),&
+ cmplx(3._dp, 0._dp),&
+ cmplx(0._dp, 4._dp),&
+ cmplx(5._dp, 0._dp),&
+ cmplx(0._dp, 6._dp)], [2, 3])
+ 
 
  call test_dp(d)
+
  call test_int32(int(d, int32))
 
+ call test_cdp(ds)
+
 contains
 
  subroutine test_dp(x2)
@@ -102,4 +112,41 @@ subroutine test_int32(x2)
  , 'int32 check 6')
 
  end subroutine test_int32
+
+ subroutine test_cdp(x2)
+ complex(dp), intent(in) :: x2(:, :)
+
+ call check( any(ieee_is_nan(cov(x2, 1, mask = .false.)))&
+ , 'cdp check 1')
+ call check( any(ieee_is_nan(cov(x2, 2, mask = .false.)))&
+ , 'cdp check 2')
+
+
+ call check( all( abs( cov(x2, 1) - reshape([&
+ 2.5_dp, 5.5_dp, 8.5_dp, 5.5_dp, 12.5_dp&
+ , 19.5_dp, 8.5_dp, 19.5_dp, 30.5_dp]&
+ ,[ size(x2, 2), size(x2, 2)])&
+ ) < dptol)&
+ , 'cdp check 3')
+ call check( all( abs( cov(x2, 2) - reshape([&
+ 4._dp, 0._dp, 0._dp, 4._dp]&
+ ,[ size(x2, 1), size(x2, 1)])&
+ ) < dptol)&
+ , 'cdp check 4')
+
+ call check( all( abs( cov(x2, 1, corrected=.false.) - reshape([&
+ 2.5_dp, 5.5_dp, 8.5_dp, 5.5_dp, 12.5_dp&
+ , 19.5_dp, 8.5_dp, 19.5_dp, 30.5_dp]&
+ *(size(x2, 1)-1._dp)/size(x2, 1)&
+ ,[ size(x2, 2), size(x2, 2)])&
+ ) < dptol)&
+ , 'cdp check 5')
+ call check( all( abs( cov(x2, 2, corrected=.false.) - reshape([&
+ 4._dp, 0._dp, 0._dp, 4._dp]&
+ *(size(x2, 2)-1._dp)/size(x2, 2)&
+ ,[ size(x2, 1), size(x2, 1)])&
+ ) < dptol)&
+ , 'cdp check 6')
+
+ end subroutine test_cdp
 end program test_moment