Changeset 14 for trunk/src/PCA.h
 Timestamp:
 Jun 25, 2003, 10:56:33 AM (19 years ago)
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trunk/src/PCA.h
r13 r14 19 19 { 20 20 /** 21 Class performing PCA using SVD. 21 Class performing PCA using SVD. This class assumes that 22 the columns corresponds to the dimenension of the problem. 23 That means if data has dimension NxM (M=columns) the number 24 of principalaxes will equal M1. When projecting data into 25 this space, all Nx1 vectors will have dimension Mx1. Hence 26 the projection will have dimension MxM where each column is 27 a point in the new space. Also, it assumes that M>N. The 28 opposite problem is yet not implemented. However, could easily 29 be done by using that, if A=inputdata=MxN, then SVM(A)>A=USV, 30 and SVM(A')>A'=VSU. So by changing eigenvectors=U to 31 eigenvectors=V and rewrite the projectionmethod in terms of columns 32 instead of rows ... 22 33 */ 23 34
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