There is a small collection of real-world invalid correlation matrices that can be used for testing purposes found here:
https://github.com/higham/matrices-correlation-invalid
We should write unit tests that check that each algorithm can produce a valid correlation matrix from the test cases using default (autotuned) parameters for both F32 and F64 data.
There is a small collection of real-world invalid correlation matrices that can be used for testing purposes found here:
https://github.com/higham/matrices-correlation-invalid
We should write unit tests that check that each algorithm can produce a valid correlation matrix from the test cases using default (autotuned) parameters for both F32 and F64 data.