Beispiel #1
0
void PCA<T>::InitFromCorrelationMatrix(const DenseMatrix<T> &C)
{
    const UINT Dimension = C.RowCount();
	const bool OutputMatlabAndExit = false;
    if(OutputMatlabAndExit)
    {
        Console::WriteLine("Outputting MATLAB matrix and exiting...");
        C.SaveToMATLAB("C:\\MATLAB7\\work\\PCA.txt");
        _Means.SaveToASCIIFile("C:\\JReaderData\\RawMeanVector.txt");
        exit(0);
    }
    else
    {
        Console::WriteLine("Computing eigensystem...");
        C.EigenSystem(_Eigenvalues, _Eigenvectors);
        Console::WriteLine(C.EigenTest(_Eigenvalues, _Eigenvectors));

        //_Eigenvectors.SaveToMATLAB("C:\\MATLAB7\\work\\MyEigenvectors.txt");
        //_Eigenvalues.SaveToASCIIFile("C:\\MATLAB7\\work\\MyEigenvalues.txt");
    }

    FinalizeFromEigenSystem();
}