 | PrincipalComponentAnalysisF Class |
Inheritance HierarchyNamespace: DigitalRune.Mathematics.Statistics
Assembly: DigitalRune.Mathematics (in DigitalRune.Mathematics.dll) Version: 1.14.0.0 (1.14.0.14427)
SyntaxThe PrincipalComponentAnalysisF type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | PrincipalComponentAnalysisF |
Creates the principal component analysis for the given list of points.
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Methods| Name | Description | |
|---|---|---|
| Equals | (Inherited from Object.) |
 | Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) |
| GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
Properties
RemarksThis class takes a list of data points, computes the covariance matrix C and performs EigenvalueDecompositionF 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