#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
Parameters:
| 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 |