public static PCAData GetPCAData(Matrix LoadMatrix, object Tag = null)
{
ColumnVector AverageVector = LoadMatrix.GetAverageRow();
Matrix AverageMatrix = Matrix.GetSameElementMatrix(AverageVector, LoadMatrix.ColSize);
Matrix DiffMatrix = LoadMatrix - AverageMatrix;
SymmetricMatrix LMatrix = new SymmetricMatrix(DiffMatrix.GetTranspose() * DiffMatrix);
EigenSystem EigenSystemData = LMatrix.GetEigenVectorAndValue(0.00001);
Matrix LEigenVector = EigenSystemData.GetEigenVectors();
Matrix FinalEigenVector = (LoadMatrix * LEigenVector).GetNormalizedMatrixCol();
EigenSystem FinalEigenSystem = new EigenSystem();
for (int i = 0; i < EigenSystemData.Count; i++)
{
if (EigenSystemData[i].EigenValue > 0.0001)
FinalEigenSystem.Add(new EigenVectorAndValue(FinalEigenVector.GetColVector(i), EigenSystemData[i].EigenValue));
}
Matrix CoefficientMatrix = FinalEigenSystem.GetEigenVectors().GetTranspose() * DiffMatrix;
return new PCAData( FinalEigenSystem, CoefficientMatrix, AverageVector, Tag);
}
/// <summary>
/// ベクトルを対象行列にします。
/// </summary>
/// <returns>対象行列</returns>
public virtual SymmetricMatrix GetSymmetricMatrix()
{
int i, j, length = element.Length;
SymmetricMatrix returnMatrix = new SymmetricMatrix(length);
for (i = 0; i < length; i++)
{
for (j = 0; j < length; j++)
{
returnMatrix[i, j] = element[i] * element[j];
}
}
return returnMatrix;
}
/// <summary>
/// 与えられた対称行列と同一の対称行列を作成します。
/// </summary>
/// <param name="matrix">コピー元の対称行列</param>
public SymmetricMatrix(SymmetricMatrix matrix)
: base(matrix)
{
}
