annotate armadillo-3.900.4/include/armadillo_bits/fn_princomp.hpp @ 84:55a047986812 tip

Update library URI so as not to be document-local
author Chris Cannam
date Wed, 22 Apr 2020 14:21:57 +0100
parents 1ec0e2823891
children
rev   line source
Chris@49 1 // Copyright (C) 2010-2012 NICTA (www.nicta.com.au)
Chris@49 2 // Copyright (C) 2010-2012 Conrad Sanderson
Chris@49 3 // Copyright (C) 2010 Dimitrios Bouzas
Chris@49 4 //
Chris@49 5 // This Source Code Form is subject to the terms of the Mozilla Public
Chris@49 6 // License, v. 2.0. If a copy of the MPL was not distributed with this
Chris@49 7 // file, You can obtain one at http://mozilla.org/MPL/2.0/.
Chris@49 8
Chris@49 9
Chris@49 10 //! \addtogroup fn_princomp
Chris@49 11 //! @{
Chris@49 12
Chris@49 13
Chris@49 14
Chris@49 15 //! \brief
Chris@49 16 //! principal component analysis -- 4 arguments version
Chris@49 17 //! coeff_out -> principal component coefficients
Chris@49 18 //! score_out -> projected samples
Chris@49 19 //! latent_out -> eigenvalues of principal vectors
Chris@49 20 //! tsquared_out -> Hotelling's T^2 statistic
Chris@49 21 template<typename T1>
Chris@49 22 inline
Chris@49 23 bool
Chris@49 24 princomp
Chris@49 25 (
Chris@49 26 Mat<typename T1::elem_type>& coeff_out,
Chris@49 27 Mat<typename T1::elem_type>& score_out,
Chris@49 28 Col<typename T1::pod_type>& latent_out,
Chris@49 29 Col<typename T1::elem_type>& tsquared_out,
Chris@49 30 const Base<typename T1::elem_type,T1>& X,
Chris@49 31 const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
Chris@49 32 )
Chris@49 33 {
Chris@49 34 arma_extra_debug_sigprint();
Chris@49 35 arma_ignore(junk);
Chris@49 36
Chris@49 37 const bool status = op_princomp::direct_princomp(coeff_out, score_out, latent_out, tsquared_out, X);
Chris@49 38
Chris@49 39 if(status == false)
Chris@49 40 {
Chris@49 41 coeff_out.reset();
Chris@49 42 score_out.reset();
Chris@49 43 latent_out.reset();
Chris@49 44 tsquared_out.reset();
Chris@49 45
Chris@49 46 arma_bad("princomp(): failed to converge", false);
Chris@49 47 }
Chris@49 48
Chris@49 49 return status;
Chris@49 50 }
Chris@49 51
Chris@49 52
Chris@49 53
Chris@49 54 //! \brief
Chris@49 55 //! principal component analysis -- 3 arguments version
Chris@49 56 //! coeff_out -> principal component coefficients
Chris@49 57 //! score_out -> projected samples
Chris@49 58 //! latent_out -> eigenvalues of principal vectors
Chris@49 59 template<typename T1>
Chris@49 60 inline
Chris@49 61 bool
Chris@49 62 princomp
Chris@49 63 (
Chris@49 64 Mat<typename T1::elem_type>& coeff_out,
Chris@49 65 Mat<typename T1::elem_type>& score_out,
Chris@49 66 Col<typename T1::pod_type>& latent_out,
Chris@49 67 const Base<typename T1::elem_type,T1>& X,
Chris@49 68 const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
Chris@49 69 )
Chris@49 70 {
Chris@49 71 arma_extra_debug_sigprint();
Chris@49 72 arma_ignore(junk);
Chris@49 73
Chris@49 74 const bool status = op_princomp::direct_princomp(coeff_out, score_out, latent_out, X);
Chris@49 75
Chris@49 76 if(status == false)
Chris@49 77 {
Chris@49 78 coeff_out.reset();
Chris@49 79 score_out.reset();
Chris@49 80 latent_out.reset();
Chris@49 81
Chris@49 82 arma_bad("princomp(): failed to converge", false);
Chris@49 83 }
Chris@49 84
Chris@49 85 return status;
Chris@49 86 }
Chris@49 87
Chris@49 88
Chris@49 89
Chris@49 90 //! \brief
Chris@49 91 //! principal component analysis -- 2 arguments version
Chris@49 92 //! coeff_out -> principal component coefficients
Chris@49 93 //! score_out -> projected samples
Chris@49 94 template<typename T1>
Chris@49 95 inline
Chris@49 96 bool
Chris@49 97 princomp
Chris@49 98 (
Chris@49 99 Mat<typename T1::elem_type>& coeff_out,
Chris@49 100 Mat<typename T1::elem_type>& score_out,
Chris@49 101 const Base<typename T1::elem_type,T1>& X,
Chris@49 102 const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
Chris@49 103 )
Chris@49 104 {
Chris@49 105 arma_extra_debug_sigprint();
Chris@49 106 arma_ignore(junk);
Chris@49 107
Chris@49 108 const bool status = op_princomp::direct_princomp(coeff_out, score_out, X);
Chris@49 109
Chris@49 110 if(status == false)
Chris@49 111 {
Chris@49 112 coeff_out.reset();
Chris@49 113 score_out.reset();
Chris@49 114
Chris@49 115 arma_bad("princomp(): failed to converge", false);
Chris@49 116 }
Chris@49 117
Chris@49 118 return status;
Chris@49 119 }
Chris@49 120
Chris@49 121
Chris@49 122
Chris@49 123 //! \brief
Chris@49 124 //! principal component analysis -- 1 argument version
Chris@49 125 //! coeff_out -> principal component coefficients
Chris@49 126 template<typename T1>
Chris@49 127 inline
Chris@49 128 bool
Chris@49 129 princomp
Chris@49 130 (
Chris@49 131 Mat<typename T1::elem_type>& coeff_out,
Chris@49 132 const Base<typename T1::elem_type,T1>& X,
Chris@49 133 const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
Chris@49 134 )
Chris@49 135 {
Chris@49 136 arma_extra_debug_sigprint();
Chris@49 137 arma_ignore(junk);
Chris@49 138
Chris@49 139 const bool status = op_princomp::direct_princomp(coeff_out, X);
Chris@49 140
Chris@49 141 if(status == false)
Chris@49 142 {
Chris@49 143 coeff_out.reset();
Chris@49 144
Chris@49 145 arma_bad("princomp(): failed to converge", false);
Chris@49 146 }
Chris@49 147
Chris@49 148 return status;
Chris@49 149 }
Chris@49 150
Chris@49 151
Chris@49 152
Chris@49 153 template<typename T1>
Chris@49 154 inline
Chris@49 155 const Op<T1, op_princomp>
Chris@49 156 princomp
Chris@49 157 (
Chris@49 158 const Base<typename T1::elem_type,T1>& X,
Chris@49 159 const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
Chris@49 160 )
Chris@49 161 {
Chris@49 162 arma_extra_debug_sigprint();
Chris@49 163 arma_ignore(junk);
Chris@49 164
Chris@49 165 return Op<T1, op_princomp>(X.get_ref());
Chris@49 166 }
Chris@49 167
Chris@49 168
Chris@49 169
Chris@49 170 //! @}