cppcode/mdmath.cpp File Reference

PCA computation using Eigen template library (http://eigen.tuxfamily.org/). More...

#include "../Eigen/Dense"
#include "Core"
#include "LU"
#include "Cholesky"
#include "QR"
#include "SVD"
#include "Geometry"
#include "Eigenvalues"

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Functions
void	compute_pca3 (double C[3][3], double vd[3], double PCs[3][3])
	Principal Component Analysis.

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Detailed Description

PCA computation using Eigen template library (http://eigen.tuxfamily.org/).

Version:

1.0

Author:

Jose-Luis Lisani; <joseluis.lisani@uib.es>

Definition in file mdmath.cpp.

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Function Documentation

void compute_pca3	(	double	C[3][3],
		double	vd[3],
		double	PCs[3][3]
	)

Principal Component Analysis.

Perform PCA given a covariance matrix. Uses Eigen template library to compute eigenvalues and eigenvectors of the covariance matrix

Parameters:

[in]	C	covariance matrix
[out]	vd	variances associated to the principal components
[out]	PCs	principal components

Definition at line 48 of file mdmath.cpp.

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