I am not sure what is the problem, I have a matrix define as:
int N = 52;
mat y(N, 2);
// some operation
y(0, 0) = ...;
y(0, 1) = ...;
y(1, 0) = ...;
......
y(51, 1) = ...;
cout << cov(y) << endl;
The operations are very basic ones and I can print y
, Then I get the result
Intel MKL ERROR: Parameter 7 was incorrect on entry to DSYRK .
-5.5368 -0.2230
-0.2230 -0.0090
There is negative elements on the diagonal.
With the same data, I copy the y
I printed to MATLAB and use matlab cov
function and I get the result
0.0232 -0.0062
-0.0062 0.0078
Have no idea what happened behind the cov
function in armadillo.
Thanks beforehand.