Added a stddev() for matrix objects.

dlib/matrix/matrix_utilities.h

@@ -1767,6 +1767,18 @@ namespace dlib
         }
     }
 
+// ----------------------------------------------------------------------------------------
+
+    template <
+        typename EXP
+        >
+    const typename matrix_exp<EXP>::type stddev (
+        const matrix_exp<EXP>& m
+    )
+    {
+        return std::sqrt(variance(m));
+    }
+
 // ----------------------------------------------------------------------------------------
 
 // this is a workaround for a bug in visual studio 7.1

dlib/matrix/matrix_utilities_abstract.h

@@ -1541,6 +1541,16 @@ namespace dlib
               (i.e. 1.0/(m.nr()*m.nc() - 1)*(sum of all pow(m(i,j) - mean(m),2)))
     !*/
 
+// ----------------------------------------------------------------------------------------
+
+    const matrix_exp::type stddev (
+        const matrix_exp& m
+    );
+    /*!
+        ensures
+            - returns std::sqrt(variance(m))
+    !*/
+
 // ----------------------------------------------------------------------------------------
 
     const matrix covariance (

dlib/test/statistics.cpp

@@ -299,6 +299,7 @@ namespace
             }
 
             DLIB_TEST(std::abs(variance(vector_to_matrix(a)) - rs1.variance()) < 1e-13);
+            DLIB_TEST(std::abs(stddev(vector_to_matrix(a)) - rs1.stddev()) < 1e-13);
             DLIB_TEST(std::abs(mean(vector_to_matrix(a)) - rs1.mean()) < 1e-13);
 
             for (int i = 10; i < 20; ++i)