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DigitalRunePrincipalComponentAnalysisD Class
Performs a Principal Component Analysis (PCA) using the covariance method (double-precision).
Inheritance Hierarchy
SystemObject
  DigitalRune.Mathematics.StatisticsPrincipalComponentAnalysisD

Namespace: DigitalRune.Mathematics.Statistics
Assembly: DigitalRune.Mathematics (in DigitalRune.Mathematics.dll) Version: 1.14.0.0 (1.14.0.14427)
Syntax
public class PrincipalComponentAnalysisD

The PrincipalComponentAnalysisD type exposes the following members.

Constructors
  NameDescription
Public methodPrincipalComponentAnalysisD
Creates the principal component analysis for the given list of points.
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Methods
  NameDescription
Public methodEquals
Determines whether the specified Object is equal to the current Object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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Properties
  NameDescription
Public propertyV
Gets the matrix of the principal components.
Public propertyVariances
Gets the variances.
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Remarks

This class takes a list of data points, computes the covariance matrix C and performs EigenvalueDecompositionD on the covariance matrix. The resulting eigenvectors represent the uncorrelated principal components of the data. The principal components ("natural axes") are the basis of a new coordinate system where the covariance matrix is a diagonal matrix. The first principal component is the direction where the variance of the data projected onto the principal component is greatest. The second greatest variance is on the second principal component, and so forth.

The matrix of the principal components (V) is an orthogonal matrix, with C = V * D * VT, where C is the covariance matrix and D is the diagonal covariance matrix in the space formed by the principal components.

See Also