Chris@49: // Copyright (C) 2010-2012 NICTA (www.nicta.com.au) Chris@49: // Copyright (C) 2010-2012 Conrad Sanderson Chris@49: // Copyright (C) 2010 Dimitrios Bouzas Chris@49: // Chris@49: // This Source Code Form is subject to the terms of the Mozilla Public Chris@49: // License, v. 2.0. If a copy of the MPL was not distributed with this Chris@49: // file, You can obtain one at http://mozilla.org/MPL/2.0/. Chris@49: Chris@49: Chris@49: //! \addtogroup fn_princomp Chris@49: //! @{ Chris@49: Chris@49: Chris@49: Chris@49: //! \brief Chris@49: //! principal component analysis -- 4 arguments version Chris@49: //! coeff_out -> principal component coefficients Chris@49: //! score_out -> projected samples Chris@49: //! latent_out -> eigenvalues of principal vectors Chris@49: //! tsquared_out -> Hotelling's T^2 statistic Chris@49: template Chris@49: inline Chris@49: bool Chris@49: princomp Chris@49: ( Chris@49: Mat& coeff_out, Chris@49: Mat& score_out, Chris@49: Col& latent_out, Chris@49: Col& tsquared_out, Chris@49: const Base& X, Chris@49: const typename arma_blas_type_only::result* junk = 0 Chris@49: ) Chris@49: { Chris@49: arma_extra_debug_sigprint(); Chris@49: arma_ignore(junk); Chris@49: Chris@49: const bool status = op_princomp::direct_princomp(coeff_out, score_out, latent_out, tsquared_out, X); Chris@49: Chris@49: if(status == false) Chris@49: { Chris@49: coeff_out.reset(); Chris@49: score_out.reset(); Chris@49: latent_out.reset(); Chris@49: tsquared_out.reset(); Chris@49: Chris@49: arma_bad("princomp(): failed to converge", false); Chris@49: } Chris@49: Chris@49: return status; Chris@49: } Chris@49: Chris@49: Chris@49: Chris@49: //! \brief Chris@49: //! principal component analysis -- 3 arguments version Chris@49: //! coeff_out -> principal component coefficients Chris@49: //! score_out -> projected samples Chris@49: //! latent_out -> eigenvalues of principal vectors Chris@49: template Chris@49: inline Chris@49: bool Chris@49: princomp Chris@49: ( Chris@49: Mat& coeff_out, Chris@49: Mat& score_out, Chris@49: Col& latent_out, Chris@49: const Base& X, Chris@49: const typename arma_blas_type_only::result* junk = 0 Chris@49: ) Chris@49: { Chris@49: arma_extra_debug_sigprint(); Chris@49: arma_ignore(junk); Chris@49: Chris@49: const bool status = op_princomp::direct_princomp(coeff_out, score_out, latent_out, X); Chris@49: Chris@49: if(status == false) Chris@49: { Chris@49: coeff_out.reset(); Chris@49: score_out.reset(); Chris@49: latent_out.reset(); Chris@49: Chris@49: arma_bad("princomp(): failed to converge", false); Chris@49: } Chris@49: Chris@49: return status; Chris@49: } Chris@49: Chris@49: Chris@49: Chris@49: //! \brief Chris@49: //! principal component analysis -- 2 arguments version Chris@49: //! coeff_out -> principal component coefficients Chris@49: //! score_out -> projected samples Chris@49: template Chris@49: inline Chris@49: bool Chris@49: princomp Chris@49: ( Chris@49: Mat& coeff_out, Chris@49: Mat& score_out, Chris@49: const Base& X, Chris@49: const typename arma_blas_type_only::result* junk = 0 Chris@49: ) Chris@49: { Chris@49: arma_extra_debug_sigprint(); Chris@49: arma_ignore(junk); Chris@49: Chris@49: const bool status = op_princomp::direct_princomp(coeff_out, score_out, X); Chris@49: Chris@49: if(status == false) Chris@49: { Chris@49: coeff_out.reset(); Chris@49: score_out.reset(); Chris@49: Chris@49: arma_bad("princomp(): failed to converge", false); Chris@49: } Chris@49: Chris@49: return status; Chris@49: } Chris@49: Chris@49: Chris@49: Chris@49: //! \brief Chris@49: //! principal component analysis -- 1 argument version Chris@49: //! coeff_out -> principal component coefficients Chris@49: template Chris@49: inline Chris@49: bool Chris@49: princomp Chris@49: ( Chris@49: Mat& coeff_out, Chris@49: const Base& X, Chris@49: const typename arma_blas_type_only::result* junk = 0 Chris@49: ) Chris@49: { Chris@49: arma_extra_debug_sigprint(); Chris@49: arma_ignore(junk); Chris@49: Chris@49: const bool status = op_princomp::direct_princomp(coeff_out, X); Chris@49: Chris@49: if(status == false) Chris@49: { Chris@49: coeff_out.reset(); Chris@49: Chris@49: arma_bad("princomp(): failed to converge", false); Chris@49: } Chris@49: Chris@49: return status; Chris@49: } Chris@49: Chris@49: Chris@49: Chris@49: template Chris@49: inline Chris@49: const Op Chris@49: princomp Chris@49: ( Chris@49: const Base& X, Chris@49: const typename arma_blas_type_only::result* junk = 0 Chris@49: ) Chris@49: { Chris@49: arma_extra_debug_sigprint(); Chris@49: arma_ignore(junk); Chris@49: Chris@49: return Op(X.get_ref()); Chris@49: } Chris@49: Chris@49: Chris@49: Chris@49: //! @}