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