covReTaper - 2023.2 English

Vitis Libraries

Release Date
2023.2 English
#include "xf_fintech/covariance_regularization.hpp"
template <typename DT>
void covReTaper (
    int n,
    int l,
    DT h,
    hls::stream <DT>& inMatStrm,
    hls::stream <DT>& outMatStrm

covReTaper tapering Covariance Regularization


DT data type supported include float and double
n n x n covariance matrix
l tapering parameter
h the ratio between taper l_h and parameter l
inMatStrm a covariance matrix
outMatStrm a regularized covariance matrix after tapering operation