Variance of a vector/matrix entries
mps_variance( rop, op [,orientation] [, w] ) rop = mps_variance( rop, op [,orientation] [, w] )
multi-precision matrix
Multi-precision matrix
Scalar integer (1 or 0)
Computes the variance of a matrix's elements. The option argument
w
can be used to select the normalization factor. With
w = 1, the default, the result is normalized with N - 1 with N being the
number of elements used in the variance estimation. Otherwise with w = 0,
the result is normalized with N.
Computes the variance of all of the elements of op
along the specified orientation
and returns the
result in rop
. The orientation is specified as
a single character either '*', 'r' and 'c' respectively for row, column
and whole matrix.
Creates a multi-precision matrix of the correct size and with the same precision as
op
containing the result.
The variance is evaluated using a corrected two-pass algorithm minimizing the loss of precision.