mlpack::pca::QUICSVDPolicy Class Reference

Implementation of the QUIC-SVD policy. More...

Public Member Functions
	QUICSVDPolicy (const double epsilon=0.03, const double delta=0.1)
	Use QUIC-SVD method to perform the principal components analysis (PCA). More...
void	Apply (const arma::mat &data, const arma::mat &centeredData, arma::mat &transformedData, arma::vec &eigVal, arma::mat &eigvec, const size_t)
	Apply Principal Component Analysis to the provided data set using the QUIC-SVD method. More...
double	Delta () const
	Get the cumulative probability for Monte Carlo error lower bound. More...
double &	Delta ()
	Modify the cumulative probability for Monte Carlo error lower bound. More...
double	Epsilon () const
	Get the error tolerance fraction for calculated subspace. More...
double &	Epsilon ()
	Modify the error tolerance fraction for calculated subspace. More...

Private Attributes
double	delta
	Cumulative probability for Monte Carlo error lower bound. More...
double	epsilon
	Error tolerance fraction for calculated subspace. More...

Detailed Description

Implementation of the QUIC-SVD policy.

Definition at line 26 of file quic_svd_method.hpp.

Constructor & Destructor Documentation

mlpack::pca::QUICSVDPolicy::QUICSVDPolicy ( const double  epsilon = 0.03, const double  delta = 0.1  )

inline

Use QUIC-SVD method to perform the principal components analysis (PCA).

Parameters

epsilon	Error tolerance fraction for calculated subspace.
delta	Cumulative probability for Monte Carlo error lower bound.

Definition at line 36 of file quic_svd_method.hpp.

Member Function Documentation

void mlpack::pca::QUICSVDPolicy::Apply ( const arma::mat &  data, const arma::mat &  centeredData, arma::mat &  transformedData, arma::vec &  eigVal, arma::mat &  eigvec, const size_t    )

inline

Apply Principal Component Analysis to the provided data set using the QUIC-SVD method.

Parameters

data	Data matrix.
centeredData	Centered data matrix.
transformedData	Matrix to put results of PCA into.
eigVal	Vector to put eigenvalues into.
eigvec	Matrix to put eigenvectors (loadings) into.
rank	Rank of the decomposition.

Definition at line 54 of file quic_svd_method.hpp.

References delta, and epsilon.

double mlpack::pca::QUICSVDPolicy::Delta ( ) const

inline

Get the cumulative probability for Monte Carlo error lower bound.

Definition at line 82 of file quic_svd_method.hpp.

References delta.

double& mlpack::pca::QUICSVDPolicy::Delta ( )

inline

Modify the cumulative probability for Monte Carlo error lower bound.

Definition at line 84 of file quic_svd_method.hpp.

References delta.

double mlpack::pca::QUICSVDPolicy::Epsilon ( ) const

inline

Get the error tolerance fraction for calculated subspace.

Definition at line 77 of file quic_svd_method.hpp.

References epsilon.

double& mlpack::pca::QUICSVDPolicy::Epsilon ( )

inline

Modify the error tolerance fraction for calculated subspace.

Definition at line 79 of file quic_svd_method.hpp.

References epsilon.

Member Data Documentation

double mlpack::pca::QUICSVDPolicy::delta

private

Cumulative probability for Monte Carlo error lower bound.

Definition at line 91 of file quic_svd_method.hpp.

Referenced by Apply(), and Delta().

double mlpack::pca::QUICSVDPolicy::epsilon

private

Error tolerance fraction for calculated subspace.

Definition at line 88 of file quic_svd_method.hpp.

Referenced by Apply(), and Epsilon().

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The documentation for this class was generated from the following file:

• src/mlpack/methods/pca/decomposition_policies/quic_svd_method.hpp