//! More...
Classes | |
class | op_princomp_cov |
Functions | |
template<typename eT > | |
static void | op_princomp_cov::direct_princomp_cov (Mat< eT > &coeff_out, Col< eT > &latent_out, Col< eT > &explained_out, const Mat< eT > &in) |
//! principal component analysis of a covariance matrix -- 3 arguments version //! computation is done via singular value decomposition //! coeff_out -> principal component coefficients //! latent_out -> principal component variances //! explained_out -> percentage of the total variance explained by each principal component | |
template<typename eT > | |
static void | op_princomp_cov::direct_princomp_cov (Mat< eT > &coeff_out, Col< eT > &latent_out, const Mat< eT > &in) |
//! principal component analysis of a covariance matrix -- 2 arguments version //! computation is done via singular value decomposition //! coeff_out -> principal component coefficients //! latent_out -> principal component variances | |
template<typename eT > | |
static void | op_princomp_cov::direct_princomp_cov (Mat< eT > &coeff_out, const Mat< eT > &in) |
//! principal component analysis of a covariance matrix -- 1 argument version //! computation is done via singular value decomposition //! coeff_out -> principal component coefficients | |
template<typename T > | |
static void | op_princomp_cov::direct_princomp_cov (Mat< std::complex< T > > &coeff_out, Col< T > &latent_out, Col< T > &explained_out, const Mat< std::complex< T > > &in) |
//! principal component analysis of a covariance matrix -- 3 arguments complex version //! computation is done via singular value decomposition //! coeff_out -> principal component coefficients //! latent_out -> principal component variances //! explained_out -> percentage of the total variance explained by each principal component | |
template<typename T > | |
static void | op_princomp_cov::direct_princomp_cov (Mat< std::complex< T > > &coeff_out, Col< T > &latent_out, const Mat< std::complex< T > > &in) |
//! principal component analysis of a covariance matrix -- 2 arguments complex version //! computation is done via singular value decomposition //! coeff_out -> principal component coefficients //! latent_out -> principal component variances | |
template<typename T > | |
static void | op_princomp_cov::direct_princomp_cov (Mat< std::complex< T > > &coeff_out, const Mat< std::complex< T > > &in) |
//! principal component analysis of a covariance matrix -- 1 argument complex version //! computation is done via singular value decomposition //! coeff_out -> principal component coefficients | |
template<typename T1 > | |
static void | op_princomp_cov::apply (Mat< typename T1::elem_type > &out, const Op< T1, op_princomp_cov > &in) |
//!
void op_princomp_cov::direct_princomp_cov | ( | Mat< eT > & | coeff_out, | |
Col< eT > & | latent_out, | |||
Col< eT > & | explained_out, | |||
const Mat< eT > & | in | |||
) | [inline, static, inherited] |
//! principal component analysis of a covariance matrix -- 3 arguments version //! computation is done via singular value decomposition //! coeff_out -> principal component coefficients //! latent_out -> principal component variances //! explained_out -> percentage of the total variance explained by each principal component
Definition at line 33 of file op_princomp_cov_meat.hpp.
References arma_print(), cov(), Mat< eT >::reset(), sum(), and svd().
{ arma_extra_debug_sigprint(); // computation of the covariance matrix const Mat<eT> in_cov = cov(in); // singular value decomposition Mat<eT> U; const bool svd_ok = svd(U, latent_out, coeff_out, in_cov); if(svd_ok == false) { arma_print("princomp_cov(): singular value decomposition failed"); coeff_out.reset(); latent_out.reset(); explained_out.reset(); return; } explained_out = (eT(100) * latent_out) / sum(latent_out); }
void op_princomp_cov::direct_princomp_cov | ( | Mat< eT > & | coeff_out, | |
Col< eT > & | latent_out, | |||
const Mat< eT > & | in | |||
) | [inline, static, inherited] |
//! principal component analysis of a covariance matrix -- 2 arguments version //! computation is done via singular value decomposition //! coeff_out -> principal component coefficients //! latent_out -> principal component variances
Definition at line 75 of file op_princomp_cov_meat.hpp.
References arma_print(), cov(), Mat< eT >::reset(), and svd().
{ arma_extra_debug_sigprint(); // computation of the covariance matrix const Mat<eT> in_cov = cov(in); // singular value decomposition Mat<eT> U; const bool svd_ok = svd(U, latent_out, coeff_out, in_cov); if(svd_ok == false) { arma_print("princomp_cov(): singular value decomposition failed"); coeff_out.reset(); latent_out.reset(); return; } }
void op_princomp_cov::direct_princomp_cov | ( | Mat< eT > & | coeff_out, | |
const Mat< eT > & | in | |||
) | [inline, static, inherited] |
//! principal component analysis of a covariance matrix -- 1 argument version //! computation is done via singular value decomposition //! coeff_out -> principal component coefficients
Definition at line 113 of file op_princomp_cov_meat.hpp.
References arma_print(), cov(), Mat< eT >::reset(), and svd().
Referenced by apply(), and princomp_cov().
{ arma_extra_debug_sigprint(); // computation of the covariance matrix const Mat<eT> in_cov = cov(in); // singular value decomposition Mat<eT> U; Col<eT> s; const bool svd_ok = svd(U, s, coeff_out, in_cov); if(svd_ok == false) { arma_print("princomp_cov(): singular value decomposition failed"); coeff_out.reset(); return; } }
void op_princomp_cov::direct_princomp_cov | ( | Mat< std::complex< T > > & | coeff_out, | |
Col< T > & | latent_out, | |||
Col< T > & | explained_out, | |||
const Mat< std::complex< T > > & | in | |||
) | [inline, static, inherited] |
//! principal component analysis of a covariance matrix -- 3 arguments complex version //! computation is done via singular value decomposition //! coeff_out -> principal component coefficients //! latent_out -> principal component variances //! explained_out -> percentage of the total variance explained by each principal component
Definition at line 152 of file op_princomp_cov_meat.hpp.
References arma_print(), cov(), Mat< eT >::reset(), sum(), and svd().
{ arma_extra_debug_sigprint(); typedef std::complex<T> eT; // computation of the covariance matrix const Mat<eT> in_cov = cov(in); // singular value decomposition Mat<eT> U; const bool svd_ok = svd(U, latent_out, coeff_out, in_cov); if(svd_ok == false) { arma_print("princomp_cov(): singular value decomposition failed"); coeff_out.reset(); latent_out.reset(); explained_out.reset(); return; } explained_out = (T(100) * latent_out) / sum(latent_out); }
void op_princomp_cov::direct_princomp_cov | ( | Mat< std::complex< T > > & | coeff_out, | |
Col< T > & | latent_out, | |||
const Mat< std::complex< T > > & | in | |||
) | [inline, static, inherited] |
//! principal component analysis of a covariance matrix -- 2 arguments complex version //! computation is done via singular value decomposition //! coeff_out -> principal component coefficients //! latent_out -> principal component variances
Definition at line 196 of file op_princomp_cov_meat.hpp.
References arma_print(), cov(), Mat< eT >::reset(), and svd().
{ arma_extra_debug_sigprint(); typedef std::complex<T> eT; // computation of the covariance matrix const Mat<eT> in_cov = cov(in); // singular value decomposition Mat<eT> U; const bool svd_ok = svd(U, latent_out, coeff_out, in_cov); if(svd_ok == false) { arma_print("princomp_cov(): singular value decomposition failed"); coeff_out.reset(); latent_out.reset(); return; } }
void op_princomp_cov::direct_princomp_cov | ( | Mat< std::complex< T > > & | coeff_out, | |
const Mat< std::complex< T > > & | in | |||
) | [inline, static, inherited] |
//! principal component analysis of a covariance matrix -- 1 argument complex version //! computation is done via singular value decomposition //! coeff_out -> principal component coefficients
Definition at line 236 of file op_princomp_cov_meat.hpp.
References arma_print(), cov(), Mat< eT >::reset(), and svd().
{ arma_extra_debug_sigprint(); typedef std::complex<T> eT; // computation of the covariance matrix const Mat<eT> in_cov = cov(in); // singular value decomposition Mat<eT> U; Col<T> s; const bool svd_ok = svd(U, s, coeff_out, in_cov); if(svd_ok == false) { arma_print("princomp_cov(): singular value decomposition failed"); coeff_out.reset(); return; } }
void op_princomp_cov::apply | ( | Mat< typename T1::elem_type > & | out, | |
const Op< T1, op_princomp_cov > & | in | |||
) | [inline, static, inherited] |
Definition at line 271 of file op_princomp_cov_meat.hpp.
References direct_princomp_cov(), unwrap_check< T1 >::M, and Op< T1, op_type >::m.
{ arma_extra_debug_sigprint(); typedef typename T1::elem_type eT; const unwrap_check<T1> tmp(in.m, out); const Mat<eT>& A = tmp.M; op_princomp_cov::direct_princomp_cov(out, A); }