[Boost-users] matrix covariance / eigenvalues / -vectors

Subject: [Boost-users] matrix covariance / eigenvalues / -vectors
From: Kraus Philipp (philipp.kraus_at_[hidden])
Date: 2010-07-02 15:06:17

Hi,

I try to build a covariance matrix. I have installed and linked LAPACK  
and ATLAS with boost and use the boost numerical bindings.

For the covariance I need a matrix command like cov on http://www.mathworks.com/access/helpdesk/help/techdoc/ref/cov.html
I don't find an example in the boost documentation. Is there a command  
for matrix data?

Is there any documentation with example for using LAPACK and boost? I  
have only found http://mathema.tician.de/node/391
but I can understand it better with examples

Thanks for help

Phil