pca.hpp File Reference

#include "genesis/utils/containers/matrix.hpp"
#include <vector>

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Classes
struct	PcaData
	Helper stucture that collects the output of principal_component_analysis(). More...
struct	TridiagonalDecompositionData
	Helper structure used for the eigenvalue decomposition in reduce_to_tridiagonal_matrix() and tridiagonal_ql_algorithm(). See there for details. More...

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

Enumerations
enum	PcaStandardization { kCorrelation, kCovariance, kSSCP }
	Setting for principal_component_analysis() to determine which form of standardization of the data to use prior to perfoming the PCA. More...

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...