PrincipalComponentAnalysis.h

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#ifndef GRT_PRINCIPAL_COMPONENT_ANALYSIS_HEADER
#define GRT_PRINCIPAL_COMPONENT_ANALYSIS_HEADER

#include "../../Util/GRTCommon.h"
#include "../../CoreModules/MLBase.h"

GRT_BEGIN_NAMESPACE
 
class PrincipalComponentAnalysis : public MLBase{
 public:
    PrincipalComponentAnalysis();
    
    virtual ~PrincipalComponentAnalysis();
 
    bool computeFeatureVector(const MatrixFloat &data,Float maxVariance=0.95,bool normData=false);

    bool computeFeatureVector(const MatrixFloat &data,UINT numPrincipalComponents,bool normData=false);
    
    bool project(const MatrixFloat &data,MatrixFloat &prjData);
    
    bool project(const VectorFloat &data,VectorFloat &prjData);

    virtual bool saveModelToFile( std::fstream &file ) const;
    
    virtual bool loadModelFromFile( std::fstream &file );
 
    bool getTrained() const { return trained; }
    
    bool getNormData() const { return normData; }
    
    UINT getNumInputDimensions() const { return numInputDimensions; }
    
    UINT getNumPrincipalComponents() const { return numPrincipalComponents; }
    
    Float getMaxVariance() const { return maxVariance; }
    
    VectorFloat getMeanVector() const { return mean; }
    
    VectorFloat getStdDevVector() const { return stdDev; }
    
    VectorFloat getComponentWeights() const { return componentWeights; }
    
    VectorFloat getEigenValues() const { return eigenvalues; }
    
    virtual bool print( std::string title="" ) const;
    
    MatrixFloat getEigenVectors() const;

    bool setModel( const VectorFloat &mean, const MatrixFloat &eigenvectors );
 
protected:
    bool computeFeatureVector_(const MatrixFloat &data,UINT analysisMode);

    bool normData;
    UINT numPrincipalComponents;
    Float maxVariance;
    VectorFloat mean;
    VectorFloat stdDev;
    VectorFloat componentWeights;
    VectorFloat eigenvalues;
    Vector< IndexedDouble > sortedEigenvalues;
    MatrixFloat eigenvectors;

    enum AnalysisMode{MAX_VARIANCE=0,MAX_NUM_PCS};
 
};

GRT_END_NAMESPACE

#endif //GRT_PRINCIPAL_COMPONENT_ANALYSIS_HEADER