179 lines
4.4 KiB
C++
179 lines
4.4 KiB
C++
// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
|
|
// Copyright 2008-2016 National ICT Australia (NICTA)
|
|
//
|
|
// Licensed under the Apache License, Version 2.0 (the "License");
|
|
// you may not use this file except in compliance with the License.
|
|
// You may obtain a copy of the License at
|
|
// http://www.apache.org/licenses/LICENSE-2.0
|
|
//
|
|
// Unless required by applicable law or agreed to in writing, software
|
|
// distributed under the License is distributed on an "AS IS" BASIS,
|
|
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
// See the License for the specific language governing permissions and
|
|
// limitations under the License.
|
|
// ------------------------------------------------------------------------
|
|
|
|
|
|
//! \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 = nullptr
|
|
)
|
|
{
|
|
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.soft_reset();
|
|
score_out.soft_reset();
|
|
latent_out.soft_reset();
|
|
tsquared_out.soft_reset();
|
|
|
|
arma_debug_warn_level(3, "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 = nullptr
|
|
)
|
|
{
|
|
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.soft_reset();
|
|
score_out.soft_reset();
|
|
latent_out.soft_reset();
|
|
|
|
arma_debug_warn_level(3, "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 = nullptr
|
|
)
|
|
{
|
|
arma_extra_debug_sigprint();
|
|
arma_ignore(junk);
|
|
|
|
const bool status = op_princomp::direct_princomp(coeff_out, score_out, X);
|
|
|
|
if(status == false)
|
|
{
|
|
coeff_out.soft_reset();
|
|
score_out.soft_reset();
|
|
|
|
arma_debug_warn_level(3, "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 = nullptr
|
|
)
|
|
{
|
|
arma_extra_debug_sigprint();
|
|
arma_ignore(junk);
|
|
|
|
const bool status = op_princomp::direct_princomp(coeff_out, X);
|
|
|
|
if(status == false)
|
|
{
|
|
coeff_out.soft_reset();
|
|
|
|
arma_debug_warn_level(3, "princomp(): decomposition failed");
|
|
}
|
|
|
|
return status;
|
|
}
|
|
|
|
|
|
|
|
template<typename T1>
|
|
arma_warn_unused
|
|
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 = nullptr
|
|
)
|
|
{
|
|
arma_extra_debug_sigprint();
|
|
arma_ignore(junk);
|
|
|
|
return Op<T1, op_princomp>(X.get_ref());
|
|
}
|
|
|
|
|
|
|
|
//! @}
|