covCoreMatrix - 2023.2 English

Vitis Libraries

Release Date
2023.2 English
#include "xf_fintech/covariance.hpp"
template <
    typename DT,
    int N,
    int M,
    int U,
    int V
void covCoreMatrix (
    int rows,
    int cols,
    DT inMatrix [N][M],
    DT outCovMatrix [N][N]

covCoreMatrix calculate the covariance of the input matrix.


DT data type supported include float and double
N maximum supported row
M maximum supported column
U unroll the 1-d inMatrix to improve throughput, support 4, 8, 16
V unroll the 2-d inMatrix to improve throughput, support 1, 2, 4, 8
rows actual row number
cols actual column number
inMatrix input cols x rows matrix
outCovMatrix output rows x rows covariance matrix