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annotate armadillo-2.4.4/include/armadillo_bits/fn_princomp.hpp @ 0:8b6102e2a9b0

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Armadillo Library
author maxzanoni76 <max.zanoni@eecs.qmul.ac.uk>
date Wed, 11 Apr 2012 09:27:06 +0100
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rev   line source
max@0 1 // Copyright (C) 2010-2011 NICTA (www.nicta.com.au)
max@0 2 // Copyright (C) 2010-2011 Conrad Sanderson
max@0 3 // Copyright (C) 2010 Dimitrios Bouzas
max@0 4 //
max@0 5 // This file is part of the Armadillo C++ library.
max@0 6 // It is provided without any warranty of fitness
max@0 7 // for any purpose. You can redistribute this file
max@0 8 // and/or modify it under the terms of the GNU
max@0 9 // Lesser General Public License (LGPL) as published
max@0 10 // by the Free Software Foundation, either version 3
max@0 11 // of the License or (at your option) any later version.
max@0 12 // (see http://www.opensource.org/licenses for more info)
max@0 13
max@0 14
max@0 15 //! \addtogroup fn_princomp
max@0 16 //! @{
max@0 17
max@0 18
max@0 19
max@0 20 //! \brief
max@0 21 //! principal component analysis -- 4 arguments version
max@0 22 //! coeff_out -> principal component coefficients
max@0 23 //! score_out -> projected samples
max@0 24 //! latent_out -> eigenvalues of principal vectors
max@0 25 //! tsquared_out -> Hotelling's T^2 statistic
max@0 26 template<typename T1>
max@0 27 inline
max@0 28 bool
max@0 29 princomp
max@0 30 (
max@0 31 Mat<typename T1::elem_type>& coeff_out,
max@0 32 Mat<typename T1::elem_type>& score_out,
max@0 33 Col<typename T1::pod_type>& latent_out,
max@0 34 Col<typename T1::elem_type>& tsquared_out,
max@0 35 const Base<typename T1::elem_type,T1>& X,
max@0 36 const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
max@0 37 )
max@0 38 {
max@0 39 arma_extra_debug_sigprint();
max@0 40
max@0 41 typedef typename T1::elem_type eT;
max@0 42
max@0 43 const unwrap<T1> tmp(X.get_ref());
max@0 44 const Mat<eT>& A = tmp.M;
max@0 45
max@0 46 const bool status = op_princomp::direct_princomp(coeff_out, score_out, latent_out, tsquared_out, A);
max@0 47
max@0 48 if(status == false)
max@0 49 {
max@0 50 coeff_out.reset();
max@0 51 score_out.reset();
max@0 52 latent_out.reset();
max@0 53 tsquared_out.reset();
max@0 54
max@0 55 arma_bad("princomp(): failed to converge", false);
max@0 56 }
max@0 57
max@0 58 return status;
max@0 59 }
max@0 60
max@0 61
max@0 62
max@0 63 //! \brief
max@0 64 //! principal component analysis -- 3 arguments version
max@0 65 //! coeff_out -> principal component coefficients
max@0 66 //! score_out -> projected samples
max@0 67 //! latent_out -> eigenvalues of principal vectors
max@0 68 template<typename T1>
max@0 69 inline
max@0 70 bool
max@0 71 princomp
max@0 72 (
max@0 73 Mat<typename T1::elem_type>& coeff_out,
max@0 74 Mat<typename T1::elem_type>& score_out,
max@0 75 Col<typename T1::pod_type>& latent_out,
max@0 76 const Base<typename T1::elem_type,T1>& X,
max@0 77 const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
max@0 78 )
max@0 79 {
max@0 80 arma_extra_debug_sigprint();
max@0 81
max@0 82 typedef typename T1::elem_type eT;
max@0 83
max@0 84 const unwrap<T1> tmp(X.get_ref());
max@0 85 const Mat<eT>& A = tmp.M;
max@0 86
max@0 87 const bool status = op_princomp::direct_princomp(coeff_out, score_out, latent_out, A);
max@0 88
max@0 89 if(status == false)
max@0 90 {
max@0 91 coeff_out.reset();
max@0 92 score_out.reset();
max@0 93 latent_out.reset();
max@0 94
max@0 95 arma_bad("princomp(): failed to converge", false);
max@0 96 }
max@0 97
max@0 98 return status;
max@0 99 }
max@0 100
max@0 101
max@0 102
max@0 103 //! \brief
max@0 104 //! principal component analysis -- 2 arguments version
max@0 105 //! coeff_out -> principal component coefficients
max@0 106 //! score_out -> projected samples
max@0 107 template<typename T1>
max@0 108 inline
max@0 109 bool
max@0 110 princomp
max@0 111 (
max@0 112 Mat<typename T1::elem_type>& coeff_out,
max@0 113 Mat<typename T1::elem_type>& score_out,
max@0 114 const Base<typename T1::elem_type,T1>& X,
max@0 115 const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
max@0 116 )
max@0 117 {
max@0 118 arma_extra_debug_sigprint();
max@0 119
max@0 120 typedef typename T1::elem_type eT;
max@0 121
max@0 122 const unwrap<T1> tmp(X.get_ref());
max@0 123 const Mat<eT>& A = tmp.M;
max@0 124
max@0 125 const bool status = op_princomp::direct_princomp(coeff_out, score_out, A);
max@0 126
max@0 127 if(status == false)
max@0 128 {
max@0 129 coeff_out.reset();
max@0 130 score_out.reset();
max@0 131
max@0 132 arma_bad("princomp(): failed to converge", false);
max@0 133 }
max@0 134
max@0 135 return status;
max@0 136 }
max@0 137
max@0 138
max@0 139
max@0 140 //! \brief
max@0 141 //! principal component analysis -- 1 argument version
max@0 142 //! coeff_out -> principal component coefficients
max@0 143 template<typename T1>
max@0 144 inline
max@0 145 bool
max@0 146 princomp
max@0 147 (
max@0 148 Mat<typename T1::elem_type>& coeff_out,
max@0 149 const Base<typename T1::elem_type,T1>& X,
max@0 150 const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
max@0 151 )
max@0 152 {
max@0 153 arma_extra_debug_sigprint();
max@0 154
max@0 155 typedef typename T1::elem_type eT;
max@0 156
max@0 157 const unwrap<T1> tmp(X.get_ref());
max@0 158 const Mat<eT>& A = tmp.M;
max@0 159
max@0 160 const bool status = op_princomp::direct_princomp(coeff_out, A);
max@0 161
max@0 162 if(status == false)
max@0 163 {
max@0 164 coeff_out.reset();
max@0 165
max@0 166 arma_bad("princomp(): failed to converge", false);
max@0 167 }
max@0 168
max@0 169 return status;
max@0 170 }
max@0 171
max@0 172
max@0 173
max@0 174 template<typename T1>
max@0 175 inline
max@0 176 const Op<T1, op_princomp>
max@0 177 princomp
max@0 178 (
max@0 179 const Base<typename T1::elem_type,T1>& X,
max@0 180 const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
max@0 181 )
max@0 182 {
max@0 183 arma_extra_debug_sigprint();
max@0 184
max@0 185 return Op<T1, op_princomp>(X.get_ref());
max@0 186 }
max@0 187
max@0 188
max@0 189
max@0 190 //! @}