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

Armadillo Library

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/armadillo-2.4.4/include/armadillo_bits/fn_princomp.hpp	Wed Apr 11 09:27:06 2012 +0100
@@ -0,0 +1,190 @@
+// Copyright (C) 2010-2011 NICTA (www.nicta.com.au)
+// Copyright (C) 2010-2011 Conrad Sanderson
+// Copyright (C) 2010 Dimitrios Bouzas
+// 
+// This file is part of the Armadillo C++ library.
+// It is provided without any warranty of fitness
+// for any purpose. You can redistribute this file
+// and/or modify it under the terms of the GNU
+// Lesser General Public License (LGPL) as published
+// by the Free Software Foundation, either version 3
+// of the License or (at your option) any later version.
+// (see http://www.opensource.org/licenses for more info)
+
+
+//! \addtogroup fn_princomp
+//! @{
+
+
+
+//! \brief
+//! principal component analysis -- 4 arguments version
+//! coeff_out    -> principal component coefficients
+//! score_out    -> projected samples
+//! latent_out   -> eigenvalues of principal vectors
+//! tsquared_out -> Hotelling's T^2 statistic
+template<typename T1>
+inline
+bool
+princomp
+  (
+         Mat<typename T1::elem_type>&    coeff_out,
+         Mat<typename T1::elem_type>&    score_out,
+         Col<typename T1::pod_type>&     latent_out,
+         Col<typename T1::elem_type>&    tsquared_out,
+  const Base<typename T1::elem_type,T1>& X,
+  const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
+  )
+  {
+  arma_extra_debug_sigprint();
+  
+  typedef typename T1::elem_type eT;
+  
+  const unwrap<T1>   tmp(X.get_ref());
+  const Mat<eT>& A = tmp.M;
+  
+  const bool status = op_princomp::direct_princomp(coeff_out, score_out, latent_out, tsquared_out, A);
+  
+  if(status == false)
+    {
+    coeff_out.reset();
+    score_out.reset();
+    latent_out.reset();
+    tsquared_out.reset();
+    
+    arma_bad("princomp(): failed to converge", false);
+    }
+  
+  return status;
+  }
+
+
+
+//! \brief
+//! principal component analysis -- 3 arguments version
+//! coeff_out    -> principal component coefficients
+//! score_out    -> projected samples
+//! latent_out   -> eigenvalues of principal vectors
+template<typename T1>
+inline
+bool
+princomp
+  (
+         Mat<typename T1::elem_type>&    coeff_out,
+         Mat<typename T1::elem_type>&    score_out,
+         Col<typename T1::pod_type>&     latent_out,
+  const Base<typename T1::elem_type,T1>& X,
+  const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
+  )
+  {
+  arma_extra_debug_sigprint();
+  
+  typedef typename T1::elem_type eT;
+  
+  const unwrap<T1>   tmp(X.get_ref());
+  const Mat<eT>& A = tmp.M;
+  
+  const bool status = op_princomp::direct_princomp(coeff_out, score_out, latent_out, A); 
+  
+  if(status == false)
+    {
+    coeff_out.reset();
+    score_out.reset();
+    latent_out.reset();
+    
+    arma_bad("princomp(): failed to converge", false);
+    }
+  
+  return status;
+  }
+
+
+
+//! \brief
+//! principal component analysis -- 2 arguments version
+//! coeff_out    -> principal component coefficients
+//! score_out    -> projected samples
+template<typename T1>
+inline
+bool
+princomp
+  (
+         Mat<typename T1::elem_type>&    coeff_out,
+         Mat<typename T1::elem_type>&    score_out,
+  const Base<typename T1::elem_type,T1>& X,
+  const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
+  )
+  {
+  arma_extra_debug_sigprint();
+  
+  typedef typename T1::elem_type eT;
+  
+  const unwrap<T1>   tmp(X.get_ref());
+  const Mat<eT>& A = tmp.M;
+  
+  const bool status = op_princomp::direct_princomp(coeff_out, score_out, A); 
+  
+  if(status == false)
+    {
+    coeff_out.reset();
+    score_out.reset();
+    
+    arma_bad("princomp(): failed to converge", false);
+    }
+  
+  return status;
+  }
+
+
+
+//! \brief
+//! principal component analysis -- 1 argument version
+//! coeff_out    -> principal component coefficients
+template<typename T1>
+inline
+bool
+princomp
+  (
+         Mat<typename T1::elem_type>&    coeff_out,
+  const Base<typename T1::elem_type,T1>& X,
+  const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
+  )
+  {
+  arma_extra_debug_sigprint();
+  
+  typedef typename T1::elem_type eT;
+  
+  const unwrap<T1>   tmp(X.get_ref());
+  const Mat<eT>& A = tmp.M;
+  
+  const bool status = op_princomp::direct_princomp(coeff_out, A);
+  
+  if(status == false)
+    {
+    coeff_out.reset();
+    
+    arma_bad("princomp(): failed to converge", false);
+    }
+  
+  return status;
+  }
+
+
+
+template<typename T1>
+inline
+const Op<T1, op_princomp>
+princomp
+  (
+  const Base<typename T1::elem_type,T1>& X,
+  const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
+  )
+  {
+  arma_extra_debug_sigprint();
+
+  return Op<T1, op_princomp>(X.get_ref());
+  }
+
+
+
+//! @}