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);
}
