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Batch Processing
================

Algorithm Input
***************

The correlation and variance-covariance matrices algorithm accepts
the input described below. Pass the ``Input ID`` as a parameter to the
methods that provide input for your algorithm.

.. tabularcolumns::  |\Y{0.2}|\Y{0.8}|

.. list-table:: Algorithm Input for Correlation and Variance-Covariance Matrices Algorithm (Batch Processing)
   :header-rows: 1
   :align: left
   :widths: 10 60

   * - Input ID
     - Input
   * - ``data``
     - Pointer to the :math:`n \times p` numeric table for which the variance-covariance or
       correlation matrix :math:`C` is computed. While the input for ``defaultDense``,
       ``singlePassDense``, or ``sumDense`` method can be an object of any class
       derived from ``NumericTable``, the input for ``fastCSR``, ``singlePassCSR``, or
       ``sumCSR`` method can only be an object of the ``CSRNumericTable`` class.

Algorithm Parameters
********************

The correlation and variance-covariance matrices algorithm has the
following parameters:

.. tabularcolumns::  |\Y{0.2}|\Y{0.2}|\Y{0.6}|

.. list-table:: Algorithm Parameters for Correlation and Variance-Covariance Matrices Algorithm (Batch Processing)
   :header-rows: 1
   :align: left
   :widths: 10 20 30
   :class: longtable

   * - Parameter
     - Default Value
     - Description
   * - ``algorithmFPType``
     - ``float``
     - The floating-point type that the algorithm uses for intermediate computations. Can be ``float`` or ``double``.
   * - ``method``
     - ``defaultDense``
     - Available methods for computation of correlation and variance-covariance matrices:

       For CPU:

       + ``defaultDense`` - default performance-oriented method
       + ``singlePassDense`` - implementation of the single-pass algorithm proposed by D.H.D. West
       + ``sumDense`` - implementation of the algorithm in the cases where the
         basic statistics associated with the numeric table are pre-computed
         sums; returns an error if pre-computed sums are not defined
       + ``fastCSR`` - performance-oriented method for CSR numeric tables
       + ``singlePassCSR`` - implementation of the single-pass algorithm proposed by D.H.D. West; optimized for CSR numeric tables
       + ``sumCSR`` - implementation of the algorithm in the cases where the basic
         statistics associated with the numeric table are pre-computed sums;
         optimized for CSR numeric tables; returns an error if pre-computed
         sums are not defined

       For GPU:

       + ``defaultDense`` - default performance-oriented method

   * - ``outputMatrixType``
     - ``covarianceMatrix``
     - The type of the output matrix. Can be:

       + ``covarianceMatrix`` - variance-covariance matrix
       + ``correlationMatrix`` - correlation matrix

Algorithm Output
****************

The correlation and variance-covariance matrices algorithm calculates
the result described below. Pass the ``Result ID`` as a parameter to the
methods that access the results of your algorithm.

.. tabularcolumns::  |\Y{0.2}|\Y{0.8}|

.. list-table:: Algorithm Output for Correlation and Variance-Covariance Matrices Algorithm (Batch Processing)
   :header-rows: 1
   :align: left
   :widths: 10 60
   :class: longtable

   * - Result ID
     - Result
   * - ``covariance``
     - Use when outputMatrixType=covarianceMatrix. Pointer to the numeric table
       with the :math:`p \times p` variance-covariance matrix.

       .. note::

          By default, this result is an object of the ``HomogenNumericTable`` class,
          but you can define the result as an object of any class derived from ``NumericTable``
          except ``PackedTriangularMatrix`` and ``CSRNumericTable``.
   * - ``correlation``
     - Use when outputMatrixType=correlationMatrix. Pointer to the numeric
       table with the :math:`p \times p` correlation matrix.

       .. note::

          By default, this result is an object of the ``HomogenNumericTable`` class,
          but you can define the result as an object of any class derived from ``NumericTable``
          except ``PackedTriangularMatrix`` and ``CSRNumericTable``.
   * - ``mean``
     - Pointer to the :math:`1 \times p` numeric table with means.

       .. note::

          By default, this result is an object of the ``HomogenNumericTable`` class,
          but you can define the result as an object of any class derived from ``NumericTable``
          except ``PackedTriangularMatrix``, ``PackedSymmetricMatrix``, and ``CSRNumericTable``.

.. include:: ../../../opt-notice.rst