PCA.h File Reference

#include "VecMat.h"
#include "statutils.h"
#include "Cov.h"

Go to the source code of this file.

Functions
template<typename UblasMatrix>
void	PCA (const UblasMatrix &observations, gplib::cmat &evectors, gplib::cvec &evalues)
gplib::cmat	WhiteMat (gplib::cmat &evectors, gplib::cvec &evalues)
	Calculate the Whitening Matrix.
gplib::cmat	DeWhiteMat (gplib::cmat &evectors, gplib::cvec &evalues)
	Calculate the Dewhitening Matrix.