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