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yat
utility
PCA.h
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#ifndef _theplu_yat_utility_pca_
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#define _theplu_yat_utility_pca_
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// $Id: PCA.h 2382 2010-12-21 13:16:58Z peter $
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/*
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Copyright (C) 2003 Daniel Dalevi
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Copyright (C) 2004 Jari Häkkinen
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Copyright (C) 2005 Jari Häkkinen, Peter Johansson
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Copyright (C) 2006 Jari Häkkinen
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Copyright (C) 2007, 2008 Jari Häkkinen, Peter Johansson
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Copyright (C) 2010 Peter Johansson
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This file is part of the yat library, http://dev.thep.lu.se/yat
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The yat library is free software; you can redistribute it and/or
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modify it under the terms of the GNU General Public License as
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published by the Free Software Foundation; either version 3 of the
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License, or (at your option) any later version.
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The yat library is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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General Public License for more details.
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You should have received a copy of the GNU General Public License
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along with yat. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include "Matrix.h"
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#include "Vector.h"
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namespace
theplu {
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namespace
yat {
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namespace
utility {
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class
PCA
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{
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public
:
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explicit
PCA
(
const
Matrix
&);
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const
Vector
&
eigenvalues
(
void
)
const
;
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const
Matrix
&
eigenvectors
(
void
)
const
;
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Matrix
projection
(
const
Matrix
&)
const
;
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private
:
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void
process(
void
);
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void
row_center(
Matrix
& A_center);
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utility::Matrix
A_;
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utility::Vector
eigenvalues_;
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utility::Matrix
eigenvectors_;
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utility::Vector
meanvalues_;
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};
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}}}
// of namespace utility, yat, and theplu
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#endif
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