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AVL.CreatePCATransform Method

Performs the Principal Component Analysis (PCA) on provided data, creates the feature vector and normalization coefficients (mean and standard deviation of variables).

Namespace:AvlNet
Assembly:AVL.NET.dll

Syntax

public static void CreatePCATransform(
	AvlNet.Matrix inMatrix,
	int inDimensions,
	out AvlNet.PCAModel outPCAModel,
	out AvlNet.Matrix outTransformedMatrix
)

Parameters

Name Type Range Default Description
inMatrixAvlNet.MatrixInput data, where variables are in column, and examples are in rows.
inDimensionsint<1, INF>How many data dimensions (variables) to be left in transformed data.
outPCAModelAvlNet.PCAModelResulting PCA model.
outTransformedMatrixAvlNet.MatrixTransformed inMatrix with reduced dimensionality.

Errors

Error type Description
DomainError Cannot conduct PCA on empty matrix in CreatePCATransform.
DomainError inDimensions has to be lesser then inMatrix column count in PCA filter in CreatePCATransform.
DomainError Cannot reduce data to less than 1 dimension in CreatePCATransform.
DomainError Cannot conduct principal component analysis for 1-row data set in CreatePCATransform.
DomainError Could not compute eigenvalues and/or eigenvectors in CreatePCATransform.
DomainError The provided data did not satisfy the prerequisites in CreatePCATransform.
DomainError The process did not converge in CreatePCATransform.

See also