pca.hpp File Reference

Perform PCA with IRLBA. More...

#include <cmath>
#include <utility>
#include <stdexcept>
#include "compute.hpp"
#include "Matrix/simple.hpp"
#include "Matrix/centered.hpp"
#include "Matrix/scaled.hpp"
#include "Eigen/Dense"

Include dependency graph for pca.hpp:

This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Classes
struct	irlba::PcaResults< EigenMatrix_, EigenVector_ >
	Results of the IRLBA-based PCA by pca(). More...

Namespaces
namespace	irlba
	Implements IRLBA for approximate SVD.

Functions
template<class InputEigenMatrix_ , class OutputEigenMatrix_ , class EigenVector_ >
std::pair< bool, int >	irlba::pca (const InputEigenMatrix_ &matrix, bool center, bool scale, Eigen::Index number, OutputEigenMatrix_ &scores, OutputEigenMatrix_ &rotation, EigenVector_ &variances, const Options< EigenVector_ > &options)
template<class OutputEigenMatrix_ = Eigen::MatrixXd, class EigenVector_ = Eigen::VectorXd, class InputEigenMatrix_ >
PcaResults< OutputEigenMatrix_, EigenVector_ >	irlba::pca (const InputEigenMatrix_ &matrix, bool center, bool scale, Eigen::Index number, const Options< EigenVector_ > &options)

Detailed Description

Perform PCA with IRLBA.