template<class C>
| CxMatrixTem< C > CxMatrixTem< C >::klm | ( | int | newDim | ) | const |
Karhunen Loeve mapping (PCA) Principal Componant Analysis to reduce matrix to newDim dimensions.
Definition at line 803 of file Matrix.h.
References CxMatrixTem< C >::_nc, CxMatrixTem< C >::_nr, CxMatrixTem< C >::covariance(), CxMatrixTem< C >::CxVector< C >, CxMatrixTem< C >::i(), tqli(), and tred2().
00804 { 00805 if (newDim<1 || newDim>_nc) 00806 { 00807 printf("klm: new dimensionality is invalid, dimsize is set as 1...\n"); 00808 newDim = 1; 00809 } 00810 00811 CxMatrixTem<C> newfvec(_nr,newDim); 00812 00813 CxMatrixTem<C> a = this->covariance() ; 00814 00815 CxVector<C> d(_nc) ; 00816 00817 CxVector<C> e(_nc) ; 00818 00819 tred2(a,d,e); 00820 00821 tqli(d,e,a); 00822 00823 // d[k] is an eigenvalue and a[][k] is a corresponding eigenvector 00824 00825 for (int k=0; k<_nr; k++) 00826 for (int i=0; i<newDim; i++) { 00827 double vl = 0.0; 00828 for (int j=0; j<_nc; j++) vl += ((*this)[k][j]*a[j][i]); 00829 newfvec[k][i] = vl; 00830 } 00831 00832 return newfvec; 00833 }
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