Package de.lmu.ifi.dbs.elki.math.linearalgebra.pca

Principal Component Analysis (PCA) and Eigenvector processing.

See:
Description

Interface Summary

EigenPairFilter

The eigenpair filter is used to filter eigenpairs (i.e. eigenvectors and their corresponding eigenvalues) which are a result of a Variance Analysis Algorithm, e.g.

Class Summary

CompositeEigenPairFilter	The CompositeEigenPairFilter can be used to build a chain of eigenpair filters.
CovarianceMatrixBuilder<V extends RealVector<V,?>,D extends NumberDistance<D,?>>	Abstract class with the task of computing a Covariance matrix to be used in PCA.
FilteredEigenPairs	Encapsulates weak and strong eigenpairs that have been filtered out by an eigenpair filter.
FirstNEigenPairFilter	The FirstNEigenPairFilter marks the n highest eigenpairs as strong eigenpairs, where n is a user specified number.
KernelCovarianceMatrixBuilder<V extends RealVector<V,?>,D extends NumberDistance<D,?>>	Kernel Covariance Matrix Builder.
LimitEigenPairFilter	The LimitEigenPairFilter marks all eigenpairs having an (absolute) eigenvalue below the specified threshold (relative or absolute) as weak eigenpairs, the others are marked as strong eigenpairs.
NormalizingEigenPairFilter	The NormalizingEigenPairFilter normalizes all eigenvectors s.t.
PCAFilteredResult	Result class for a filtered PCA.
PCAFilteredRunner<V extends RealVector<V,?>,D extends NumberDistance<D,?>>	PCA runner that will do dimensionality reduction.
PCAResult	Result class for Principal Component Analysis with some convenience methods
PCARunner<V extends RealVector<V,?>,D extends NumberDistance<D,?>>	Class to run PCA on given data.
PercentageEigenPairFilter	The PercentageEigenPairFilter sorts the eigenpairs in descending order of their eigenvalues and marks the first eigenpairs, whose sum of eigenvalues is higher than the given percentage of the sum of all eigenvalues as strong eigenpairs.
ProgressiveEigenPairFilter	The ProgressiveEigenPairFilter sorts the eigenpairs in descending order of their eigenvalues and marks the first eigenpairs, whose sum of eigenvalues is higher than the given percentage of the sum of all eigenvalues as strong eigenpairs.
RelativeEigenPairFilter	The RelativeEigenPairFilter sorts the eigenpairs in descending order of their eigenvalues and marks the first eigenpairs who are a certain factor above the average of the remaining eigenvalues.
SignificantEigenPairFilter	The SignificantEigenPairFilter sorts the eigenpairs in descending order of their eigenvalues and chooses the contrast of an Eigenvalue to the remaining Eigenvalues is maximal.
StandardCovarianceMatrixBuilder<V extends RealVector<V,?>,D extends NumberDistance<D,?>>	Class for building a "traditional" covariance matrix.
WeakEigenPairFilter	The WeakEigenPairFilter sorts the eigenpairs in descending order of their eigenvalues and returns the first eigenpairs who are above the average mark as "strong", the others as "weak".
WeightedCovarianceMatrixBuilder<V extends RealVector<V,?>,D extends NumberDistance<D,?>>	CovarianceMatrixBuilder with weights.

Package de.lmu.ifi.dbs.elki.math.linearalgebra.pca Description

Principal Component Analysis (PCA) and Eigenvector processing.