covReSoftThreshold - 2023.2 English

Vitis Libraries

Release Date
2023-12-20
Version
2023.2 English
#include "xf_fintech/covariance_regularization.hpp"
template <typename DT>
void covReSoftThreshold (
    int n,
    DT threshold,
    hls::stream <DT>& inMatStrm,
    hls::stream <DT>& outMatStrm
    )

covReSoftThreshold soft-thresholding Covariance Regularization

Parameters:

DT data type supported include float and double
n n x n covariance matrix
threshold soft-thresholding parameter
inMatStrm a covariance matrix
outMatStrm a regularized covariance matrix after soft-thresholding operation