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PCA.h 文件参考

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class  CPCA
 Preprocessor PCA performs principial component analysis on input feature vectors/matrices. When the init method in PCA is called with proper feature matrix X (with say N number of vectors and D feature dimension), a transformation matrix is computed and stored internally. This transformation matrix is then used to transform all D-dimensional feature vectors or feature matrices (with D feature dimensions) supplied via apply_to_feature_matrix or apply_to_feature_vector methods. This tranformation outputs the T-Dimensional approximation of all these input vectors and matrices (where T<=min(D,N)). The transformation matrix is essentially a DxT matrix, the columns of which correspond to the eigenvectors of the covariance matrix(XX') having top T eigenvalues. 更多...
 

枚举

enum  EPCAMethod { AUTO = 10, SVD = 20, EVD = 30 }
 
enum  EPCAMode { THRESHOLD, VARIANCE_EXPLAINED, FIXED_NUMBER }
 
enum  EPCAMemoryMode { MEM_REALLOCATE, MEM_IN_PLACE }
 

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