PrincipalComponentAnalysis.h

Go to the documentation of this file.

#ifndef GRT_PRINCIPAL_COMPONENT_ANALYSIS_HEADER
#define GRT_PRINCIPAL_COMPONENT_ANALYSIS_HEADER

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

GRT_BEGIN_NAMESPACE

class GRT_API 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 save( std::fstream &file ) const;
    
    virtual bool load( std::fstream &file );
    
    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 );

    //Tell the compiler we are using the base class train method to stop hidden virtual function warnings
    using MLBase::save;
    using MLBase::load;
    using MLBase::print;
    
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