PCA.h

#ifndef _theplu_yat_utility_pca_ 
#define _theplu_yat_utility_pca_ 

// $Id: PCA.h 3792 2019-04-12 07:15:09Z peter $

/*
  Copyright (C) 2003 Daniel Dalevi
  Copyright (C) 2004 Jari Häkkinen
  Copyright (C) 2005 Jari Häkkinen, Peter Johansson
  Copyright (C) 2006 Jari Häkkinen
  Copyright (C) 2007, 2008 Jari Häkkinen, Peter Johansson
  Copyright (C) 2010, 2018 Peter Johansson

  This file is part of the yat library, http://dev.thep.lu.se/yat

  The yat library is free software; you can redistribute it and/or
  modify it under the terms of the GNU General Public License as
  published by the Free Software Foundation; either version 3 of the
  License, or (at your option) any later version.

  The yat library is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with yat. If not, see <http://www.gnu.org/licenses/>.
*/

#include "config_public.h"

#include "Matrix.h"
#include "Vector.h"

namespace theplu {
namespace yat {
namespace utility {

  class PCA
  {
  public:
    explicit PCA(const Matrix&);

#ifdef YAT_HAVE_RVALE

    explicit PCA(Matrix&& M);
#endif

    const Vector& eigenvalues(void) const;

    const Matrix& eigenvectors(void) const;

    Matrix projection(const Matrix&) const;

  private:

    void process(void);

    void row_center(Matrix& A_center);

    utility::Matrix A_; 
    utility::Vector eigenvalues_;
    utility::Matrix eigenvectors_;
    utility::Vector meanvalues_;
  };

}}} // of namespace utility, yat, and theplu

#endif