/// <summary>
/// ForTesting
/// Sets the norm of column vectors in a matrix to 1
/// </summary>
/// <param name="matrix"></param>
private static void NormalizeCollumnVectorsInMatrix(Matrix <double> matrix)
{
for (int i = 0; i < matrix.ColumnCount; i++)
{
Vector <double> v = matrix.Column(i);
v.Divide(Math.Sqrt(PCATester.ScalarProduct(v, v)));
matrix.SetColumn(i, v);
}
}
/// <summary>
/// PCA works as intended
/// </summary>
public void TestPCA()
{
PCATester pcatester = new PCATester(1000);
Matrix <double> baseMatrix = GetSymetricMatrixForEigenVectors(pcatester.Qs);
var evd = baseMatrix.Evd();
Matrix <double> output = evd.EigenVectors;
Console.WriteLine("Input vectors:");
Console.WriteLine(String.Format("{0} {1} {2}", pcatester.v1[0], pcatester.v2[0], pcatester.v3[0]));
Console.WriteLine(String.Format("{0} {1} {2}", pcatester.v1[1], pcatester.v2[1], pcatester.v3[1]));
Console.WriteLine(String.Format("{0} {1} {2}", pcatester.v1[2], pcatester.v2[2], pcatester.v3[2]));
Console.WriteLine("PCA output:");
Console.WriteLine(output.ToMatrixString());
}