pca.cpp File Reference

#include "genesis/utils/math/pca.hpp"
#include "genesis/utils/core/algorithm.hpp"
#include "genesis/utils/containers/matrix/operators.hpp"
#include "genesis/utils/math/matrix.hpp"
#include <algorithm>
#include <cassert>
#include <cmath>
#include <stdexcept>

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Namespaces
	genesis
	Container namespace for all symbols of genesis in order to keep them separate when used as a library.
	genesis::utils

Functions
PcaData	principal_component_analysis (Matrix< double > const &data, size_t components=0, PcaStandardization standardization=PcaStandardization::kCorrelation)
	Perfom a Principal Component Analysis on a given data Matrix. More...
TridiagonalDecompositionData	reduce_to_tridiagonal_matrix (Matrix< double > &data)
	Triangular decomposition of a symmetric matrix. More...
void	tridiagonal_ql_algorithm (Matrix< double > &data, TridiagonalDecompositionData &tri, size_t max_iterations=1000)
	Reduce a symmetric matrix to a symmetric tridiagonal matrix. More...