#include "xf_fintech/covariance_regularization.hpp"
template <typename DT> void covReHardThreshold ( int n, DT threshold, hls::stream <DT>& inMatStrm, hls::stream <DT>& outMatStrm )
covReHardThreshold hard-thresholding Covariance Regularization
Parameters:
| DT | data type supported include float and double |
| n | n x n covariance matrix |
| threshold | hard-thresholding parameter |
| inMatStrm | a covariance matrix |
| outMatStrm | a regularized covariance matrix after hard-thresholding operation |