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| ALGLIB, Need an Assitance for PCA. http://forum.alglib.net/viewtopic.php?f=2&t=2105 |
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| Author: | waqar123 [ Sat Aug 09, 2014 7:50 am ] |
| Post subject: | ALGLIB, Need an Assitance for PCA. |
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. |
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