void PCA<T>::InitFromPointMatrix(DenseMatrix<T> &B)
{
const UINT PointCount = B.ColCount();
const UINT Dimension = B.RowCount();
Console::WriteLine(String("Initializing PCA, ") + String(B.ColCount()) + String(" points, ") + String(B.RowCount()) + String(" dimensions"));
_Means.Allocate(Dimension);
_Means.Clear(0.0);
for(UINT PointIndex = 0; PointIndex < PointCount; PointIndex++)
{
for(UINT DimensionIndex = 0; DimensionIndex < Dimension; DimensionIndex++)
{
_Means[DimensionIndex] += B.Cell(DimensionIndex, PointIndex);
}
}
for(UINT DimensionIndex = 0; DimensionIndex < Dimension; DimensionIndex++)
{
_Means[DimensionIndex] /= PointCount;
}
for(UINT PointIndex = 0; PointIndex < PointCount; PointIndex++)
{
for(UINT DimensionIndex = 0; DimensionIndex < Dimension; DimensionIndex++)
{
B.Cell(DimensionIndex, PointIndex) -= _Means[DimensionIndex];
}
}
DenseMatrix<T> C;
Console::WriteLine("Building correlation matrix...");
DenseMatrix<T>::MultiplyMMTranspose(C, B);
DenseMatrix<T>::MultiplyInPlace(C, T(1.0) / T(PointCount));
InitFromCorrelationMatrix(C);
}
