jhplot.math.pca.covmatrixevd

Interface CovarianceMatrixEVDCalculator

All Known Implementing Classes:

EVDBased, SVDBased

public interface CovarianceMatrixEVDCalculator

Calculates eigenvalue decomposition of the covariance matrix of the given data

Method Summary

Modifier and Type	Method and Description
EVDResult	run(Jama.Matrix centeredData) Calculate covariance matrix of the given data

Method Detail

run

EVDResult run(Jama.Matrix centeredData)

Calculate covariance matrix of the given data

Parameters:

centeredData - data matrix where rows are the instances/samples and columns are dimensions. It has to be centered.