cppcode/mdmath.h File Reference

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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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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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