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 Post subject: ALGLIB, Need an Assitance for PCA.
PostPosted: Sat Aug 09, 2014 7:50 am 

Joined: Fri Aug 08, 2014 10:33 am
Posts: 2
I am trying to perform PCA on my dataset[712,68].
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);

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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