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