Principle component analysis.
Definition at line 9 of file PCA.hh.
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template<typename Derived > |
| PCA (const Eigen::MatrixBase< Derived > &M, double singular_value_tol=1e-14) |
| Constructor accepting a column vector matrix M containing points [input...]. More...
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size_type | dim () const |
| Initial dimension, equivalent to pca.reduce().cols() More...
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size_type | rank () const |
| Rank of the input, equivalent to pca.reduce().rows() More...
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Eigen::MatrixXd | reduce () const |
| Orthogonal transformation matrix from a point in full [input...] space to dimension-reduced [range(input...)] space. More...
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Eigen::MatrixXd | expand () const |
| Orthogonal transformation matrix from a point in dimension-reduced [range(input...)] space to full [input...] space. More...
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