Implementation of the QUIC-SVD policy. More...
Public Member Functions | |
QUICSVDPolicy (const double epsilon=0.03, const double delta=0.1) | |
Use QUIC-SVD method to perform the principal components analysis (PCA). More... | |
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 QUIC-SVD method. More... | |
double | Delta () const |
Get the cumulative probability for Monte Carlo error lower bound. More... | |
double & | Delta () |
Modify the cumulative probability for Monte Carlo error lower bound. More... | |
double | Epsilon () const |
Get the error tolerance fraction for calculated subspace. More... | |
double & | Epsilon () |
Modify the error tolerance fraction for calculated subspace. More... | |
Implementation of the QUIC-SVD policy.
Definition at line 26 of file quic_svd_method.hpp.
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inline |
Use QUIC-SVD method to perform the principal components analysis (PCA).
epsilon | Error tolerance fraction for calculated subspace. |
delta | Cumulative probability for Monte Carlo error lower bound. |
Definition at line 35 of file quic_svd_method.hpp.
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inline |
Apply Principal Component Analysis to the provided data set using the QUIC-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 53 of file quic_svd_method.hpp.
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inline |
Get the cumulative probability for Monte Carlo error lower bound.
Definition at line 81 of file quic_svd_method.hpp.
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inline |
Modify the cumulative probability for Monte Carlo error lower bound.
Definition at line 83 of file quic_svd_method.hpp.
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Get the error tolerance fraction for calculated subspace.
Definition at line 76 of file quic_svd_method.hpp.
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inline |
Modify the error tolerance fraction for calculated subspace.
Definition at line 78 of file quic_svd_method.hpp.