private const double PCA_VZERO = 1e-16; // #define VZERO 1e-16
#endregion Fields
#region Methods
//override
public void pca(double[] i_v1, double[] i_v2, int i_number_of_point, NyARDoubleMatrix22 o_evec, double[] o_ev, double[] o_mean)
{
PCA_PCA(i_v1, i_v2, i_number_of_point, o_evec, o_ev, o_mean);
double sum = o_ev[0] + o_ev[1];
// For順変更禁止
o_ev[0] /= sum;// ev->v[i] /= sum;
o_ev[1] /= sum;// ev->v[i] /= sum;
return;
}
/**
* static int PCA( ARMat *input, ARMat *output, ARVec *ev )
*
* @param output
* @param o_ev
* @
*/
private void PCA_PCA(double[] i_v1, double[] i_v2, int i_number_of_data, NyARDoubleMatrix22 o_matrix, double[] o_ev, double[] o_mean)
{
// double[] mean_array=mean.getArray();
// mean.zeroClear();
//PCA_EXの処理
double sx = 0;
double sy = 0;
for (int i = 0; i < i_number_of_data; i++)
{
sx += i_v1[i];
sy += i_v2[i];
}
sx = sx / i_number_of_data;
sy = sy / i_number_of_data;
//PCA_CENTERとPCA_xt_by_xを一緒に処理
double srow = Math.Sqrt((double)i_number_of_data);
double w00, w11, w10;
w00 = w11 = w10 = 0.0;// *out = 0.0;
for (int i = 0; i < i_number_of_data; i++)
{
double x = (i_v1[i] - sx) / srow;
double y = (i_v2[i] - sy) / srow;
w00 += (x * x); // *out += *in1 * *in2;
w10 += (x * y); // *out += *in1 * *in2;
w11 += (y * y); // *out += *in1 * *in2;
}
o_matrix.m00 = w00;
o_matrix.m01 = o_matrix.m10 = w10;
o_matrix.m11 = w11;
//PCA_PCAの処理
PCA_QRM(o_matrix, o_ev);
// m2 = o_output.m;// m2 = output->m;
if (o_ev[0] < PCA_VZERO) // if( ev->v[i] < VZERO ){
{
o_ev[0] = 0.0; // ev->v[i] = 0.0;
o_matrix.m00 = 0.0; // *(m2++) = 0.0;
o_matrix.m01 = 0.0; // *(m2++) = 0.0;
}
if (o_ev[1] < PCA_VZERO) // if( ev->v[i] < VZERO ){
{
o_ev[1] = 0.0; // ev->v[i] = 0.0;
o_matrix.m10 = 0.0; // *(m2++) = 0.0;
o_matrix.m11 = 0.0; // *(m2++) = 0.0;
}
o_mean[0] = sx;
o_mean[1] = sy;
// }
return;
}
//override
public void pca(double[] i_v1, double[] i_v2, int i_number_of_point, NyARDoubleMatrix22 o_evec, double[] o_ev, double[] o_mean)
{
PCA_PCA(i_v1, i_v2, i_number_of_point, o_evec, o_ev, o_mean);
double sum = o_ev[0] + o_ev[1];
// For順変更禁止
o_ev[0] /= sum; // ev->v[i] /= sum;
o_ev[1] /= sum; // ev->v[i] /= sum;
return;
}
private const double PCA_VZERO = 1e-16; // #define VZERO 1e-16
/**
* static int QRM( ARMat *a, ARVec *dv )の代替関数
*
* @param a
* @param dv
* @
*/
private static void PCA_QRM(NyARDoubleMatrix22 o_matrix, double[] dv)
{
double w, t, s, x, y, c;
double ev1;
double dv_x, dv_y;
double mat00, mat01, mat10, mat11;
// <this.vecTridiagonalize2d(i_mat, dv, ev);>
dv_x = o_matrix.m00; // this.m[dim - 2][dim - 2];// d.v[dim-2]=a.m[dim-2][dim-2];//d->v[dim-2]=a->m[(dim-2)*dim+(dim-2)];
ev1 = o_matrix.m01; // this.m[dim - 2][dim - 1];// e.v[dim-2+i_e_start]=a.m[dim-2][dim-1];//e->v[dim-2] = a->m[(dim-2)*dim+(dim-1)];
dv_y = o_matrix.m11; // this.m[dim - 1][dim - 1];// d.v[dim-1]=a_array[dim-1][dim-1];//d->v[dim-1] =a->m[(dim-1)*dim+(dim-1)];
// 単位行列にする。
mat00 = mat11 = 1;
mat01 = mat10 = 0;
// </this.vecTridiagonalize2d(i_mat, dv, ev);>
// int j = 1;
// // while(j>0 && fabs(ev->v[j])>EPS*(fabs(dv->v[j-1])+fabs(dv->v[j])))
// while (j > 0 && Math.abs(ev1) > PCA_EPS * (Math.abs(dv.x) + Math.abs(dv.y))) {
// j--;
// }
// if (j == 0) {
int iter = 0;
do
{
iter++;
if (iter > PCA_MAX_ITER)
{
break;
}
w = (dv_x - dv_y) / 2; // w = (dv->v[h-1] -dv->v[h]) / 2;//ここ？
t = ev1 * ev1; // t = ev->v[h] * ev->v[h];
s = Math.Sqrt(w * w + t);
if (w < 0)
{
s = -s;
}
x = dv_x - dv_y + t / (w + s); // x = dv->v[j] -dv->v[h] +t/(w+s);
y = ev1; // y = ev->v[j+1];
if (Math.Abs(x) >= Math.Abs(y))
{
if (Math.Abs(x) > PCA_VZERO)
{
t = -y / x;
c = 1 / Math.Sqrt(t * t + 1);
s = t * c;
}
else
{
c = 1.0;
s = 0.0;
}
}
else
{
t = -x / y;
s = 1.0 / Math.Sqrt(t * t + 1);
c = t * s;
}
w = dv_x - dv_y; // w = dv->v[k] -dv->v[k+1];
t = (w * s + 2 * c * ev1) * s; // t = (w * s +2 * c *ev->v[k+1]) *s;
dv_x -= t; // dv->v[k] -= t;
dv_y += t; // dv->v[k+1] += t;
ev1 += s * (c * w - 2 * s * ev1); // ev->v[k+1]+= s * (c* w- 2* s *ev->v[k+1]);
x = mat00; // x = a->m[k*dim+i];
y = mat10; // y = a->m[(k+1)*dim+i];
mat00 = c * x - s * y; // a->m[k*dim+i] = c * x - s* y;
mat10 = s * x + c * y; // a->m[(k+1)*dim+i] = s* x + c * y;
x = mat01; // x = a->m[k*dim+i];
y = mat11; // y = a->m[(k+1)*dim+i];
mat01 = c * x - s * y; // a->m[k*dim+i] = c * x - s* y;
mat11 = s * x + c * y; // a->m[(k+1)*dim+i] = s* x + c * y;
} while (Math.Abs(ev1) > PCA_EPS * (Math.Abs(dv_x) + Math.Abs(dv_y)));
// }
t = dv_x; // t = dv->v[h];
if (dv_y > t) // if( dv->v[i] > t ) {
{
t = dv_y; // t = dv->v[h];
dv_y = dv_x; // dv->v[h] = dv->v[k];
dv_x = t; // dv->v[k] = t;
// 行の入れ替え
o_matrix.m00 = mat10;
o_matrix.m01 = mat11;
o_matrix.m10 = mat00;
o_matrix.m11 = mat01;
}
else
{
// 行の入れ替えはなし
o_matrix.m00 = mat00;
o_matrix.m01 = mat01;
o_matrix.m10 = mat10;
o_matrix.m11 = mat11;
}
dv[0] = dv_x;
dv[1] = dv_y;
return;
}
/**
* static int QRM( ARMat *a, ARVec *dv )の代替関数
*
* @param a
* @param dv
* @
*/
private static void PCA_QRM(NyARDoubleMatrix22 o_matrix, double[] dv)
{
double w, t, s, x, y, c;
double ev1;
double dv_x, dv_y;
double mat00, mat01, mat10, mat11;
// <this.vecTridiagonalize2d(i_mat, dv, ev);>
dv_x = o_matrix.m00;// this.m[dim - 2][dim - 2];// d.v[dim-2]=a.m[dim-2][dim-2];//d->v[dim-2]=a->m[(dim-2)*dim+(dim-2)];
ev1 = o_matrix.m01;// this.m[dim - 2][dim - 1];// e.v[dim-2+i_e_start]=a.m[dim-2][dim-1];//e->v[dim-2] = a->m[(dim-2)*dim+(dim-1)];
dv_y = o_matrix.m11;// this.m[dim - 1][dim - 1];// d.v[dim-1]=a_array[dim-1][dim-1];//d->v[dim-1] =a->m[(dim-1)*dim+(dim-1)];
// 単位行列にする。
mat00 = mat11 = 1;
mat01 = mat10 = 0;
// </this.vecTridiagonalize2d(i_mat, dv, ev);>
// int j = 1;
// // while(j>0 && fabs(ev->v[j])>EPS*(fabs(dv->v[j-1])+fabs(dv->v[j])))
// while (j > 0 && Math.abs(ev1) > PCA_EPS * (Math.abs(dv.x) + Math.abs(dv.y))) {
// j--;
// }
// if (j == 0) {
int iter = 0;
do {
iter++;
if (iter > PCA_MAX_ITER) {
break;
}
w = (dv_x - dv_y) / 2;// w = (dv->v[h-1] -dv->v[h]) / 2;//ここ？
t = ev1 * ev1;// t = ev->v[h] * ev->v[h];
s = Math.Sqrt(w * w + t);
if (w < 0) {
s = -s;
}
x = dv_x - dv_y + t / (w + s);// x = dv->v[j] -dv->v[h] +t/(w+s);
y = ev1;// y = ev->v[j+1];
if (Math.Abs(x) >= Math.Abs(y)) {
if (Math.Abs(x) > PCA_VZERO) {
t = -y / x;
c = 1 / Math.Sqrt(t * t + 1);
s = t * c;
}
else {
c = 1.0;
s = 0.0;
}
}
else {
t = -x / y;
s = 1.0 / Math.Sqrt(t * t + 1);
c = t * s;
}
w = dv_x - dv_y;// w = dv->v[k] -dv->v[k+1];
t = (w * s + 2 * c * ev1) * s;// t = (w * s +2 * c *ev->v[k+1]) *s;
dv_x -= t;// dv->v[k] -= t;
dv_y += t;// dv->v[k+1] += t;
ev1 += s * (c * w - 2 * s * ev1);// ev->v[k+1]+= s * (c* w- 2* s *ev->v[k+1]);
x = mat00;// x = a->m[k*dim+i];
y = mat10;// y = a->m[(k+1)*dim+i];
mat00 = c * x - s * y;// a->m[k*dim+i] = c * x - s* y;
mat10 = s * x + c * y;// a->m[(k+1)*dim+i] = s* x + c * y;
x = mat01;// x = a->m[k*dim+i];
y = mat11;// y = a->m[(k+1)*dim+i];
mat01 = c * x - s * y;// a->m[k*dim+i] = c * x - s* y;
mat11 = s * x + c * y;// a->m[(k+1)*dim+i] = s* x + c * y;
} while (Math.Abs(ev1) > PCA_EPS * (Math.Abs(dv_x) + Math.Abs(dv_y)));
// }
t = dv_x;// t = dv->v[h];
if (dv_y > t) {// if( dv->v[i] > t ) {
t = dv_y;// t = dv->v[h];
dv_y = dv_x;// dv->v[h] = dv->v[k];
dv_x = t;// dv->v[k] = t;
// 行の入れ替え
o_matrix.m00 = mat10;
o_matrix.m01 = mat11;
o_matrix.m10 = mat00;
o_matrix.m11 = mat01;
}
else {
// 行の入れ替えはなし
o_matrix.m00 = mat00;
o_matrix.m01 = mat01;
o_matrix.m10 = mat10;
o_matrix.m11 = mat11;
}
dv[0] = dv_x;
dv[1] = dv_y;
return;
}
/**
* static int PCA( ARMat *input, ARMat *output, ARVec *ev )
*
* @param output
* @param o_ev
* @
*/
private void PCA_PCA(double[] i_v1, double[] i_v2, int i_number_of_data, NyARDoubleMatrix22 o_matrix, double[] o_ev, double[] o_mean)
{
// double[] mean_array=mean.getArray();
// mean.zeroClear();
//PCA_EXの処理
double sx = 0;
double sy = 0;
for (int i = 0; i < i_number_of_data; i++) {
sx += i_v1[i];
sy += i_v2[i];
}
sx = sx / i_number_of_data;
sy = sy / i_number_of_data;
//PCA_CENTERとPCA_xt_by_xを一緒に処理
double srow = Math.Sqrt((double)i_number_of_data);
double w00, w11, w10;
w00 = w11 = w10 = 0.0;// *out = 0.0;
for (int i = 0; i < i_number_of_data; i++) {
double x = (i_v1[i] - sx) / srow;
double y = (i_v2[i] - sy) / srow;
w00 += (x * x);// *out += *in1 * *in2;
w10 += (x * y);// *out += *in1 * *in2;
w11 += (y * y);// *out += *in1 * *in2;
}
o_matrix.m00 = w00;
o_matrix.m01 = o_matrix.m10 = w10;
o_matrix.m11 = w11;
//PCA_PCAの処理
PCA_QRM(o_matrix, o_ev);
// m2 = o_output.m;// m2 = output->m;
if (o_ev[0] < PCA_VZERO) {// if( ev->v[i] < VZERO ){
o_ev[0] = 0.0;// ev->v[i] = 0.0;
o_matrix.m00 = 0.0;// *(m2++) = 0.0;
o_matrix.m01 = 0.0;// *(m2++) = 0.0;
}
if (o_ev[1] < PCA_VZERO) {// if( ev->v[i] < VZERO ){
o_ev[1] = 0.0;// ev->v[i] = 0.0;
o_matrix.m10 = 0.0;// *(m2++) = 0.0;
o_matrix.m11 = 0.0;// *(m2++) = 0.0;
}
o_mean[0] = sx;
o_mean[1] = sy;
// }
return;
}