jhplot.math.pca.covmatrixevd

Class EVDBased

java.lang.Object

jhplot.math.pca.covmatrixevd.EVDBased

All Implemented Interfaces:

CovarianceMatrixEVDCalculator

public class EVDBased
extends Object
implements CovarianceMatrixEVDCalculator

Basic covariance matrix eigenvalue decomposition

Constructor Summary

Constructors

Constructor and Description
EVDBased()

Method Summary

Modifier and Type	Method and Description
static Jama.Matrix	calculateCovarianceMatrixOfCenteredData(Jama.Matrix data) Calculate covariance matrix with an assumption that data matrix is centered i.e.
EVDResult	run(Jama.Matrix centeredData) Calculate covariance matrix of the given data

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

EVDBased

public EVDBased()

Method Detail

run

public EVDResult run(Jama.Matrix centeredData)

Description copied from interface: CovarianceMatrixEVDCalculator

Calculate covariance matrix of the given data

Specified by:

run in interface CovarianceMatrixEVDCalculator

Parameters:

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

calculateCovarianceMatrixOfCenteredData

public static Jama.Matrix calculateCovarianceMatrixOfCenteredData(Jama.Matrix data)

Calculate covariance matrix with an assumption that data matrix is centered i.e. for each column i: x_i' = x_i - E(x_i)