Hi
Thanks. I am sorry i mistakenly put different question here. After taking
derivative of absolute value function, I will have expression with step
function.I have to integrate the expression which contains step function as
follows
int_{0}^{infty} g(x)[theta(f(x))-theta(-f(x))] dx
here argument of theta is function f(x). If there is already developed
routine for such integral it would be preety simple for me. If i simply
analyze I notice limit of integration is zero to infity. But argument of
theta function selects new limit for the integration. So I have difficulty
writing code for this step.
Thank you
suvas
On Thu, Mar 11, 2010 at 6:35 AM, kamaraju kusumanchi <
raju.mailingli...@gmail.com> wrote:
> To evaluate the absolute value, you can use fabs in <math.h>. It is
> part of standard C (no gsl needed). Is that what you are looking for
> or did I miss something?
>
> raju
>
> On Tue, Mar 9, 2010 at 10:53 AM, Churna Bhandari <cbhandar...@gmail.com>
> wrote:
> > Hi
> > Please, can anyone suggest me i have no idea how to integrate for the
> > absolute value function. Is there any gsl routine for absolute function
> > integration written in c language? I would be happy if anyone help me.
> > Thanks,
> > suvas
> >
> > On Tue, Mar 9, 2010 at 3:20 AM, Francesco Abbate <
> francesco....@gmail.com>wrote:
> >
> >> 2010/3/9 Srimal Jayawardena <srim...@gmail.com>:
> >> > Hi
> >> >
> >> > Is there a simple function/method for me to obtain the variance -
> >> > covariance matrix of a given matrix.
> >> >
> >> > I'm looking for the equivalent of 'cov' in MATLAB
> >>
> >> Here what the Matlab documentation says:
> >>
> >> ------
> >> C = cov(x) where x is a vector returns the variance of the vector
> >> elements. For matrices where each row is an observation and each
> >> column a variable, cov(x) is the covariance matrix. diag(cov(x)) is a
> >> vector of variances for each column, and sqrt(diag(cov(x))) is a
> >> vector of standard deviations.
> >> ------
> >>
> >> So actually what Matlab calculates is the covariance between each of
> >> the column vectors.
> >>
> >> Here a simple routine that, given a matrix m, calculates the
> >> covariance matrix by in the matrix r.
> >>
> >> void
> >> cov_calculate(gsl_matrix *r, gsl_matrix *m)
> >> {
> >> gsl_vector_view a, b;
> >> size_t i, j;
> >>
> >> for (i = 0; i < m->size1; i++) {
> >> for (j = 0; j < m->size2; j++) {
> >> double v;
> >> a = gsl_matrix_column (m, i);
> >> b = gsl_matrix_column (m, j);
> >> v = gsl_stats_covariance (a.vector.data, a.vector.stride,
> >> b.vector.data, b.vector.stride, a.vector.size);
> >> gsl_matrix_set (r, i, j, v);
> >> }
> >> }
> >> }
> >>
> >> Note that the function gsl_stats_covariance does not works with
> >> vectors or matrices but only with double pointer. This is why we need
> >> to take directly the "data" field of the vector struct.
> >>
> >> Best regards,
> >> Francesco
> >>
> >>
> >> _______________________________________________
> >> Help-gsl mailing list
> >> Help-gsl@gnu.org
> >> http://lists.gnu.org/mailman/listinfo/help-gsl
> >>
> > _______________________________________________
> > Help-gsl mailing list
> > Help-gsl@gnu.org
> > http://lists.gnu.org/mailman/listinfo/help-gsl
> >
>
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