#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.
Parameters:
| 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 |