BIAS::PCA Class Reference

principal component analysis on a set of vectors with PCA it is possible to find the most important dimensions of a set of vectors. More...

#include <MathAlgo/PCA.hh>

Collaboration diagram for BIAS::PCA:

Public Member Functions
void	ComputeMean (const std::vector< BIAS::Vector< PCAType > > &vec, BIAS::Vector< PCAType > &mean)
	computes mean of a set of vectors More...
void	ComputeReductionMatrix (const std::vector< BIAS::Vector< PCAType > > &vec, BIAS::Matrix< PCAType > &matrix, int reductionSize=-1)
	Computes a reduction-matrix. More...
void	ComputeReductionMatrix (const std::vector< std::vector< BIAS::Vector< PCAType > > > &vec, BIAS::Matrix< PCAType > &matrix, int reductionSize=-1)
	Computes a reduction-matrix this method uses all float-vectors for analyzing. More...
void	ComputeReductionMatrix (BIAS::Matrix< PCAType > &cov, BIAS::Matrix< PCAType > &matrix, bool normalize=false, int reductionSize=-1)
	uses scatter matrix cov to compute reduction matrix More...
void	ComputeScatter (const std::vector< BIAS::Vector< PCAType > > &vec, const BIAS::Vector< PCAType > &mean, BIAS::Matrix< PCAType > &cov)
	compute unnomalized covariance More...
void	GetMean (BIAS::Vector< PCAType > &mean)
	get mean of a vector More...
void	GetVariances (BIAS::Vector< double > &S)
	get eigenvalues of data (call after ComputeReductionMatrix) More...
	PCA ()

Protected Member Functions
void	SetReductionSize (int size)

Protected Attributes
BIAS::Vector< PCAType >	mean_
int	reductionSize_
BIAS::Vector< double >	S_

Detailed Description

principal component analysis on a set of vectors with PCA it is possible to find the most important dimensions of a set of vectors.

the dimension can be reduced while the vectors stay separable

Author

haertel 01/06

Definition at line 47 of file PCA.hh.

Constructor & Destructor Documentation

BIAS::PCA::PCA ( )

inline

Definition at line 50 of file PCA.hh.

Member Function Documentation

void PCA::ComputeMean	(	const std::vector< BIAS::Vector< PCAType > > &	vec,
		BIAS::Vector< PCAType > &	mean
	)

computes mean of a set of vectors

Definition at line 127 of file PCA.cpp.

References TNT::Vector< T >::newsize(), BIAS::Vector< T >::SetZero(), and TNT::Vector< T >::size().

Referenced by BIAS::LDA::ComputeAnonymousReduction(), and BIAS::LDA::ComputeWithinAndInterClassCovs().

void PCA::ComputeReductionMatrix	(	const std::vector< BIAS::Vector< PCAType > > &	vec,
		BIAS::Matrix< PCAType > &	matrix,
		int	reductionSize = -1
	)

Computes a reduction-matrix.

the first dimension of the matrix is taken out of the first vector

Parameters

vec	the input: a vector of data-vectors
matrix	the matrix returned
reductionSize	the second dimension of the matrix

Definition at line 52 of file PCA.cpp.

void PCA::ComputeReductionMatrix	(	const std::vector< std::vector< BIAS::Vector< PCAType > > > &	vec,
		BIAS::Matrix< PCAType > &	matrix,
		int	reductionSize = -1
	)

Computes a reduction-matrix this method uses all float-vectors for analyzing.

Parameters

vec	the input: a vector of vectors
matrix	the matrix returned
reductionSize	the second dimension of the matrix

Definition at line 33 of file PCA.cpp.

void PCA::ComputeReductionMatrix	(	BIAS::Matrix< PCAType > &	cov,
		BIAS::Matrix< PCAType > &	matrix,
		bool	normalize = false,
		int	reductionSize = -1
	)

uses scatter matrix cov to compute reduction matrix

Parameters

normalize

set to true when you want only the most important directions, set to false if you want to compare distances in reduced space without mahalanobis distance

Definition at line 72 of file PCA.cpp.

References BIAS::SVD::GetS(), BIAS::SVD::GetVT(), TNT::Matrix< T >::newsize(), BIAS::Matrix< T >::NormalizeRows(), TNT::Matrix< T >::num_cols(), and TNT::Matrix< T >::num_rows().

void PCA::ComputeScatter	(	const std::vector< BIAS::Vector< PCAType > > &	vec,
		const BIAS::Vector< PCAType > &	mean,
		BIAS::Matrix< PCAType > &	cov
	)

compute unnomalized covariance

Definition at line 107 of file PCA.cpp.

References TNT::Matrix< T >::num_cols(), TNT::Matrix< T >::num_rows(), and TNT::Vector< T >::size().

Referenced by BIAS::LDA::ComputeAnonymousReduction(), and BIAS::LDA::ComputeWithinAndInterClassCovs().

void PCA::GetMean

(

BIAS::Vector< PCAType > &

mean

)

get mean of a vector

Definition at line 150 of file PCA.cpp.

void BIAS::PCA::GetVariances ( BIAS::Vector< double > &  S )

inline

get eigenvalues of data (call after ComputeReductionMatrix)

Definition at line 102 of file PCA.hh.

void PCA::SetReductionSize ( int  size )

protected

Definition at line 146 of file PCA.cpp.

Member Data Documentation

BIAS::Vector<PCAType> BIAS::PCA::mean_

protected

Definition at line 111 of file PCA.hh.

int BIAS::PCA::reductionSize_

protected

Definition at line 110 of file PCA.hh.

BIAS::Vector<double> BIAS::PCA::S_

protected

Definition at line 112 of file PCA.hh.

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The documentation for this class was generated from the following files:

• MathAlgo/PCA.hh
• MathAlgo/PCA.cpp