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### [Lapack] Does Lapack have covariance functions?

 ```Dat, Please see Sven's answer to a similar question: "Dear Ken, I am afraid that LAPACK does not contain a routine to compute the covariance matrix. You need to use LAPACK routines to put together a routine yourself. If, for example, you have used DGELS to solve the least squares problem with one right hand side b and m >= n using the QR factorization, then you need to compute C given by C = sigma^2*(R^T R)^(-1), where sigma is the estimated variance of the residual vector and is given by the sum of squares of elements (n+1) to m returned in B. Note that you can use routine DPOTRI to compute (R^T R)^(-1). Good luck and best wishes, Sven Hammarling." Reference: http://icl.cs.utk.edu/lapack-forum/archives/lapack/ msg00133.html Julie On Sep 26, 2007, at 2:02 PM, Dat Tran wrote: ``````Hi I am looking for a Matlab alternative to do complex matrix math. Does lapack have the equivalent Matlab function "cov"? (covariance) Thank you for your time. _______________________________________________ Lapack mailing list Lapack@Domain.Removed http://lists.cs.utk.edu/listinfo/lapack `````` ****************************** Julie Langou; Innovative Computing Laboratory; Computer Science Dept; University of Tennessee from Denver, Colorado ;-) julie@Domain.Removed; http://www.cs.utk.edu/~julie/ -------------- next part -------------- An HTML attachment was scrubbed... URL: http://lists.cs.utk.edu/private/lapack/attachments/20070927/0ce55f84/attachment.htm ```
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