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Performs the Principal Component Analysis (PCA) on provided data, creates the feature vector and normalization coefficients (mean and standard deviation of variables).
Namespace: | AvlNet |
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Assembly: | AVL.NET.dll |
Syntax
C++
C#
public static void CreatePCATransform ( AvlNet.Matrix inMatrix, int inDimensions, AvlNet.PCAModel outPCAModel, AvlNet.Matrix outTransformedMatrix, AvlNet.Matrix diagCovarianceMatrix, AvlNet.Matrix diagNormalizedData, IList<int> diagUsedFeatureIndices )
Parameters
Name | Type | Range | Default | Description | |
---|---|---|---|---|---|
inMatrix | AvlNet.Matrix | Input data, where variables are in column, and examples are in rows. | |||
inDimensions | int | <1, INF> | How many data dimensions (variables) to be left in transformed data. | ||
outPCAModel | AvlNet.PCAModel | Resulting PCA model. | |||
outTransformedMatrix | AvlNet.Matrix | Transformed inMatrix with reduced dimensionality. | |||
diagCovarianceMatrix | AvlNet.Matrix | Covariance matrix of input data. | |||
diagNormalizedData | AvlNet.Matrix | Input data after normalization: scaling and centering. | |||
diagUsedFeatureIndices | System.Collections.Generic.IList<int> | Indices of columns in inMatrix, which were used as Principal Components. |
Errors
List of possible exceptions:
Error type | Description |
---|---|
DomainError | Cannot conduct PCA on empty matrix in CreatePCATransform. |
DomainError | Cannot conduct principal component analysis for 1-row data set in CreatePCATransform. |
DomainError | Cannot reduce data to less than 1 dimension in CreatePCATransform. |
DomainError | Could not compute eigenvalues and/or eigenvectors in CreatePCATransform. |
DomainError | inDimensions has to be lesser then inMatrix column count in PCA filter in CreatePCATransform. |
DomainError | The process did not converge in CreatePCATransform. |
DomainError | The provided data did not satisfy the prerequisites in CreatePCATransform. |
Function Overrides
- CreatePCATransform(Matrix, Int32, PCAModel, Matrix)
- CreatePCATransform(Matrix, Int32, Nullable<Single>, PCAModel, Matrix)
- CreatePCATransform(Matrix, Int32, Nullable<Single>, PCAModel, Matrix, Matrix, Matrix, IList<Int32>)