I am trying to perform PCA on my dataset[712,68].
Code:
double[,] dataset = new VarianceAndCovariance().buildMatrix();//this statement just fetching data and moves it into dataset.
int info;
double [] eigenvalues = new double[1];
double [,] eigenvectors = new double[68,2];
alglib.pcabuildbasis(dataset, 712, 68,out info,out eigenvalues,out eigenvectors);
Quote:
i want to make sure that am i using the PCA function correctly?
Also i think eigenvalues are in descending orders? is the alglib.pcabuildbasis() function performs the sorting? If so how to stop this sorting??
Kindly Help me, I need it for my project.