Package jhplot.math.pca.covmatrixevd

A package containing two different implementations of the data's covariance matrix eigenvalue decomposition.

See: Description

Interface Summary

Interface	Description
CovarianceMatrixEVDCalculator	Calculates eigenvalue decomposition of the covariance matrix of the given data

Class Summary

Class	Description
EVD	Eigenvalue decomposition with eigenvectors sorted according to corresponding eigenvalues in a decreasing order.
EVDBased	Basic covariance matrix eigenvalue decomposition
EVDResult
SVDBased	SVD-based covariance matrix eigenvalue decomposition

Package jhplot.math.pca.covmatrixevd Description

A package containing two different implementations of the data's covariance matrix eigenvalue decomposition.