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...

 

Detailed Description

Implementation of the QUIC-SVD policy.

Definition at line 26 of file quic_svd_method.hpp.

Constructor & Destructor Documentation

◆ 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
epsilonError tolerance fraction for calculated subspace.
deltaCumulative probability for Monte Carlo error lower bound.

Definition at line 35 of file quic_svd_method.hpp.

Member Function Documentation

◆ Apply()

void 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
dataData matrix.
centeredDataCentered data matrix.
transformedDataMatrix to put results of PCA into.
eigValVector to put eigenvalues into.
eigvecMatrix to put eigenvectors (loadings) into.
rankRank of the decomposition.

Definition at line 53 of file quic_svd_method.hpp.

◆ Delta() [1/2]

double Delta ( ) const
inline

Get the cumulative probability for Monte Carlo error lower bound.

Definition at line 81 of file quic_svd_method.hpp.

◆ Delta() [2/2]

double& Delta ( )
inline

Modify the cumulative probability for Monte Carlo error lower bound.

Definition at line 83 of file quic_svd_method.hpp.

◆ Epsilon() [1/2]

double Epsilon ( ) const
inline

Get the error tolerance fraction for calculated subspace.

Definition at line 76 of file quic_svd_method.hpp.

◆ Epsilon() [2/2]

double& Epsilon ( )
inline

Modify the error tolerance fraction for calculated subspace.

Definition at line 78 of file quic_svd_method.hpp.


The documentation for this class was generated from the following file:
  • /home/jenkins-mlpack/mlpack.org/_src/mlpack-3.2.1/src/mlpack/methods/pca/decomposition_policies/quic_svd_method.hpp