Implementation of the exact SVD policy. More...
Public Member Functions | |
void | Apply (const arma::mat &data, const arma::mat ¢eredData, arma::mat &transformedData, arma::vec &eigVal, arma::mat &eigvec, const size_t) |
Apply Principal Component Analysis to the provided data set using the exact SVD method. More... | |
Implementation of the exact SVD policy.
Definition at line 27 of file exact_svd_method.hpp.
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inline |
Apply Principal Component Analysis to the provided data set using the exact SVD method.
data | Data matrix. |
centeredData | Centered data matrix. |
transformedData | Matrix to put results of PCA into. |
eigVal | Vector to put eigenvalues into. |
eigvec | Matrix to put eigenvectors (loadings) into. |
* | (rank) Rank of the decomposition. |
Definition at line 41 of file exact_svd_method.hpp.