Implementation of the QUIC-SVD policy.
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#include <quic_svd_method.hpp>
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| | QUICSVDPolicy (const double epsilon=0.03, const double delta=0.1) |
| | Use QUIC-SVD method to perform the principal components analysis (PCA). More...
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| void | Apply (const arma::mat &data, const arma::mat ¢eredData, arma::mat &transformedData, arma::vec &eigVal, arma::mat &eigvec, const size_t) |
| | Apply Principal Component Analysis to the provided data set using the QUIC-SVD method. More...
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double | Epsilon () const |
| | Get the error tolerance fraction for calculated subspace.
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double & | Epsilon () |
| | Modify the error tolerance fraction for calculated subspace.
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double | Delta () const |
| | Get the cumulative probability for Monte Carlo error lower bound.
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double & | Delta () |
| | Modify the cumulative probability for Monte Carlo error lower bound.
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Implementation of the QUIC-SVD policy.
◆ QUICSVDPolicy()
| mlpack::pca::QUICSVDPolicy::QUICSVDPolicy |
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const double |
epsilon = 0.03, |
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const double |
delta = 0.1 |
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inline |
Use QUIC-SVD method to perform the principal components analysis (PCA).
- Parameters
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| epsilon | Error tolerance fraction for calculated subspace. |
| delta | Cumulative probability for Monte Carlo error lower bound. |
◆ Apply()
| void mlpack::pca::QUICSVDPolicy::Apply |
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const arma::mat & |
data, |
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const arma::mat & |
centeredData, |
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arma::mat & |
transformedData, |
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arma::vec & |
eigVal, |
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arma::mat & |
eigvec, |
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const size_t |
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) |
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inline |
Apply Principal Component Analysis to the provided data set using the QUIC-SVD method.
- Parameters
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| data | Data matrix. |
| centeredData | Centered data matrix. |
| transformedData | Matrix to put results of PCA into. |
| eigVal | Vector to put eigenvalues into. |
| eigvec | Matrix to put eigenvectors (loadings) into. |
| * | (rank) Rank of the decomposition. |
The documentation for this class was generated from the following file:
