173 lines
4.0 KiB
C++
173 lines
4.0 KiB
C++
|
// Copyright (C) 2010-2012 National ICT Australia (NICTA)
|
||
|
//
|
||
|
// This Source Code Form is subject to the terms of the Mozilla Public
|
||
|
// License, v. 2.0. If a copy of the MPL was not distributed with this
|
||
|
// file, You can obtain one at http://mozilla.org/MPL/2.0/.
|
||
|
// -------------------------------------------------------------------
|
||
|
//
|
||
|
// Written by Conrad Sanderson - http://conradsanderson.id.au
|
||
|
// Written by Dimitrios Bouzas
|
||
|
|
||
|
|
||
|
//! \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();
|
||
|
arma_ignore(junk);
|
||
|
|
||
|
const bool status = op_princomp::direct_princomp(coeff_out, score_out, latent_out, tsquared_out, X);
|
||
|
|
||
|
if(status == false)
|
||
|
{
|
||
|
coeff_out.reset();
|
||
|
score_out.reset();
|
||
|
latent_out.reset();
|
||
|
tsquared_out.reset();
|
||
|
|
||
|
arma_debug_warn("princomp(): decomposition failed");
|
||
|
}
|
||
|
|
||
|
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();
|
||
|
arma_ignore(junk);
|
||
|
|
||
|
const bool status = op_princomp::direct_princomp(coeff_out, score_out, latent_out, X);
|
||
|
|
||
|
if(status == false)
|
||
|
{
|
||
|
coeff_out.reset();
|
||
|
score_out.reset();
|
||
|
latent_out.reset();
|
||
|
|
||
|
arma_debug_warn("princomp(): decomposition failed");
|
||
|
}
|
||
|
|
||
|
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();
|
||
|
arma_ignore(junk);
|
||
|
|
||
|
const bool status = op_princomp::direct_princomp(coeff_out, score_out, X);
|
||
|
|
||
|
if(status == false)
|
||
|
{
|
||
|
coeff_out.reset();
|
||
|
score_out.reset();
|
||
|
|
||
|
arma_debug_warn("princomp(): decomposition failed");
|
||
|
}
|
||
|
|
||
|
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();
|
||
|
arma_ignore(junk);
|
||
|
|
||
|
const bool status = op_princomp::direct_princomp(coeff_out, X);
|
||
|
|
||
|
if(status == false)
|
||
|
{
|
||
|
coeff_out.reset();
|
||
|
|
||
|
arma_debug_warn("princomp(): decomposition failed");
|
||
|
}
|
||
|
|
||
|
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();
|
||
|
arma_ignore(junk);
|
||
|
|
||
|
return Op<T1, op_princomp>(X.get_ref());
|
||
|
}
|
||
|
|
||
|
|
||
|
|
||
|
//! @}
|