static autoPCA NUMdmatrix_to_PCA (double **m, long numberOfRows, long numberOfColumns, bool byColumns) {
try {
if (! NUMdmatrix_hasFiniteElements(m, 1, numberOfRows, 1, numberOfColumns)) {
Melder_throw (U"At least one of the matrix elements is not finite or undefined.");
}
if (NUMfrobeniusnorm (numberOfRows, numberOfColumns, m) == 0.0) {
Melder_throw (U"All values in your table are zero.");
}
autoNUMmatrix<double> mcopy;
long numberOfRows2, numberOfColumns2;
if (byColumns) {
if (numberOfColumns < numberOfRows) {
Melder_warning (U"The number of columns in your table is less than the number of rows. ");
}
numberOfRows2 = numberOfColumns, numberOfColumns2 = numberOfRows;
mcopy.reset (1, numberOfRows2, 1, numberOfColumns2);
for (long i = 1; i <= numberOfRows2; i ++) { // transpose
for (long j = 1; j <= numberOfColumns2; j++) {
mcopy [i] [j] = m [j] [i];
}
}
} else {
if (numberOfRows < numberOfColumns) {
Melder_warning (U"The number of rows in your table is less than the number of columns. ");
}
numberOfRows2 = numberOfRows, numberOfColumns2 = numberOfColumns;
mcopy.reset (1, numberOfRows2, 1, numberOfColumns2);
NUMmatrix_copyElements<double>(m, mcopy.peek(), 1, numberOfRows2, 1, numberOfColumns2);
}
autoPCA thee = Thing_new (PCA);
thy centroid = NUMvector<double> (1, numberOfColumns2);
NUMcentreColumns (mcopy.peek(), 1, numberOfRows2, 1, numberOfColumns2, thy centroid);
Eigen_initFromSquareRoot (thee.get(), mcopy.peek(), numberOfRows2, numberOfColumns2);
thy labels = NUMvector<char32 *> (1, numberOfColumns2);
PCA_setNumberOfObservations (thee.get(), numberOfRows2);
/*
The covariance matrix C = A'A / (N-1). However, we have calculated
the eigenstructure for A'A. This has no consequences for the
eigenvectors, but the eigenvalues have to be divided by (N-1).
*/
for (long i = 1; i <= thy numberOfEigenvalues; i++) {
thy eigenvalues [i] /= (numberOfRows2 - 1);
}
return thee;
} catch (MelderError) {
Melder_throw (U"No PCA created from ", byColumns ? U"columns." : U"rows.");
}
}
CCA TableOfReal_to_CCA (TableOfReal me, long ny) {
try {
long n = my numberOfRows, nx = my numberOfColumns - ny;
if (ny < 1 || ny > my numberOfColumns - 1) {
Melder_throw (U"Dimension of first part not correct.");
}
if (ny > nx) {
Melder_throw (U"The dimension of the dependent part (", ny, U") must be less than or equal to "
"the dimension of the independent part (", nx, U").");
}
if (n < ny) {
Melder_throw (U"The number of observations must be larger then ", ny, U".");
}
TableOfReal_areAllCellsDefined (me, 0, 0, 0, 0);
// Use svd as (temporary) storage, and copy data
autoSVD svdy = SVD_create (n, ny);
autoSVD svdx = SVD_create (n, nx);
for (long i = 1; i <= n; i++) {
for (long j = 1; j <= ny; j++) {
svdy -> u[i][j] = my data[i][j];
}
for (long j = 1; j <= nx; j++) {
svdx -> u[i][j] = my data[i][ny + j];
}
}
double **uy = svdy -> u;
double **vy = svdy -> v;
double **ux = svdx -> u;
double **vx = svdx -> v;
double fnormy = NUMfrobeniusnorm (n, ny, uy);
double fnormx = NUMfrobeniusnorm (n, nx, ux);
if (fnormy == 0.0 || fnormx == 0.0) {
Melder_throw (U"One of the parts of the table contains only zeros.");
}
// Centre the data and svd it.
NUMcentreColumns (uy, 1, n, 1, ny, nullptr);
NUMcentreColumns (ux, 1, n, 1, nx, nullptr);
SVD_compute (svdy.peek()); SVD_compute (svdx.peek());
long numberOfZeroedy = SVD_zeroSmallSingularValues (svdy.peek(), 0.0);
long numberOfZeroedx = SVD_zeroSmallSingularValues (svdx.peek(), 0.0);
// Form the matrix C = ux' uy (use svd-object storage)
autoSVD svdc = SVD_create (nx, ny);
double **uc = svdc -> u;
double **vc = svdc -> v;
for (long i = 1; i <= nx; i++) {
for (long j = 1; j <= ny; j++) {
double t = 0;
for (long q = 1; q <= n; q++) {
t += ux[q][i] * uy[q][j];
}
uc[i][j] = t;
}
}
SVD_compute (svdc.peek());
long numberOfZeroedc = SVD_zeroSmallSingularValues (svdc.peek(), 0.0);
long numberOfCoefficients = ny - numberOfZeroedc;
autoCCA thee = CCA_create (numberOfCoefficients, ny, nx);
thy yLabels = strings_to_Strings (my columnLabels, 1, ny);
thy xLabels = strings_to_Strings (my columnLabels, ny + 1, my numberOfColumns);
double **evecy = thy y -> eigenvectors;
double **evecx = thy x -> eigenvectors;
thy numberOfObservations = n;
/*
Y = Vy * inv(Dy) * Vc
X = Vx * inv(Dx) * Uc
For the eigenvectors we want a row representation:
colums(Y) = rows(Y') = rows(Vc' * inv(Dy) * Vy')
colums(X) = rows(X') = rows(Uc' * inv(Dx) * Vx')
rows(Y') = evecy[i][j] = Vc[k][i] * Vy[j][k] / Dy[k]
rows(X') = evecx[i][j] = Uc[k][i] * Vx[j][k] / Dx[k]
*/
for (long i = 1; i <= numberOfCoefficients; i++) {
double ccc = svdc -> d[i];
thy y -> eigenvalues[i] = thy x -> eigenvalues[i] = ccc * ccc;
for (long j = 1; j <= ny; j++) {
double t = 0.0;
for (long q = 1; q <= ny - numberOfZeroedy; q++) {
t += vc[q][i] * vy[j][q] / svdy -> d[q];
}
evecy[i][j] = t;
}
for (long j = 1; j <= nx; j++) {
double t = 0.0;
for (long q = 1; q <= nx - numberOfZeroedx; q++) {
t += uc[q][i] * vx[j][q] / svdx -> d[q];
}
evecx[i][j] = t;
}
}
// Normalize eigenvectors.
NUMnormalizeRows (thy y -> eigenvectors, numberOfCoefficients, ny, 1);
NUMnormalizeRows (thy x -> eigenvectors, numberOfCoefficients, nx, 1);
Melder_assert (thy x -> dimension == thy xLabels -> numberOfStrings &&
thy y -> dimension == thy yLabels -> numberOfStrings);
return thee.transfer();
} catch (MelderError) {
Melder_throw (me, U": CCA not created.");
}
}
CCA TableOfReal_to_CCA (TableOfReal me, long ny)
{
CCA thee = NULL;
SVD svdy = NULL, svdx = NULL, svdc = NULL;
double fnormy, fnormx, **uy, **vy, **ux, **vx, **uc, **vc;
double **evecy, **evecx;
long i, j, q, n = my numberOfRows;
long numberOfZeroedy, numberOfZeroedx, numberOfZeroedc;
long numberOfCoefficients;
long nx = my numberOfColumns - ny;
if (ny < 1 || ny > my numberOfColumns - 1) return Melder_errorp1 (L"Dimension of first part not correct.");
if (! TableOfReal_areAllCellsDefined (me, 0, 0, 0, 0)) return NULL;
/*
The dependent 'part' of the CCA should be the smallest dimension.
*/
if (ny > nx) return Melder_errorp5 (L"The dimension of the dependent "
"part (", Melder_integer (ny), L") must be less than or equal to the dimension of the "
"independent part (", Melder_integer (nx), L").");
if (n < ny) return Melder_errorp2 (L"The number of "
"observations must be larger then ", Melder_integer (ny));
/*
Use svd as (temporary) storage, and copy data
*/
svdy = SVD_create (n, ny);
if (svdy == NULL) goto end;
svdx = SVD_create (n, nx);
if (svdx == NULL) goto end;
for (i = 1; i <= n; i++)
{
for (j = 1; j <= ny; j++)
{
svdy -> u[i][j] = my data[i][j];
}
for (j = 1; j <= nx; j++)
{
svdx -> u[i][j] = my data[i][ny + j];
}
}
uy = svdy -> u; vy = svdy -> v;
ux = svdx -> u; vx = svdx -> v;
fnormy = NUMfrobeniusnorm (n, ny, uy);
fnormx = NUMfrobeniusnorm (n, nx, ux);
if (fnormy == 0 || fnormx == 0)
{
(void) Melder_errorp1 (L"One of the parts of the table contains only zeros.");
goto end;
}
/*
Centre the data and svd it.
*/
NUMcentreColumns (uy, 1, n, 1, ny, NULL);
NUMcentreColumns (ux, 1, n, 1, nx, NULL);
if (! SVD_compute (svdy) || ! SVD_compute (svdx)) goto end;
numberOfZeroedy = SVD_zeroSmallSingularValues (svdy, 0);
numberOfZeroedx = SVD_zeroSmallSingularValues (svdx, 0);
/*
Form the matrix C = ux' uy (use svd-object storage)
*/
svdc = SVD_create (nx, ny);
if (svdc == NULL) goto end;
uc = svdc -> u; vc = svdc -> v;
for (i = 1; i <= nx; i++)
{
for (j = 1; j <= ny; j++)
{
double t = 0;
for (q = 1; q <= n; q++)
{
t += ux[q][i] * uy[q][j];
}
uc[i][j] = t;
}
}
if (! SVD_compute (svdc)) goto end;
numberOfZeroedc = SVD_zeroSmallSingularValues (svdc, 0);
numberOfCoefficients = ny - numberOfZeroedc;
thee = CCA_create (numberOfCoefficients, ny, nx);
if (thee == NULL) goto end;
thy yLabels = strings_to_Strings (my columnLabels, 1, ny);
if ( thy yLabels == NULL) goto end;
thy xLabels = strings_to_Strings (my columnLabels, ny+1, my numberOfColumns);
if ( thy xLabels == NULL) goto end;
evecy = thy y -> eigenvectors;
evecx = thy x -> eigenvectors;
thy numberOfObservations = n;
/*
Y = Vy * inv(Dy) * Vc
X = Vx * inv(Dx) * Uc
For the eigenvectors we want a row representation:
colums(Y) = rows(Y') = rows(Vc' * inv(Dy) * Vy')
colums(X) = rows(X') = rows(Uc' * inv(Dx) * Vx')
rows(Y') = evecy[i][j] = Vc[k][i] * Vy[j][k] / Dy[k]
rows(X') = evecx[i][j] = Uc[k][i] * Vx[j][k] / Dx[k]
*/
for (i = 1; i <= numberOfCoefficients; i++)
{
double ccc = svdc -> d[i];
thy y -> eigenvalues[i] = thy x -> eigenvalues[i] = ccc * ccc;
for (j = 1; j <= ny; j++)
{
double t = 0;
for (q = 1; q <= ny - numberOfZeroedy; q++)
{
t += vc[q][i] * vy[j][q] / svdy -> d[q];
}
evecy[i][j] = t;
}
for (j = 1; j <= nx; j++)
{
double t = 0;
for (q = 1; q <= nx - numberOfZeroedx; q++)
{
t += uc[q][i] * vx[j][q] / svdx -> d[q];
}
evecx[i][j] = t;
}
}
/*
Normalize eigenvectors.
*/
NUMnormalizeRows (thy y -> eigenvectors, numberOfCoefficients, ny, 1);
NUMnormalizeRows (thy x -> eigenvectors, numberOfCoefficients, nx, 1);
end:
forget (svdy);
forget (svdx);
forget (svdc);
Melder_assert (thy x -> dimension == thy xLabels -> numberOfStrings &&
thy y -> dimension == thy yLabels -> numberOfStrings);
if (Melder_hasError ()) forget (thee);
return thee;
}