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