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PCA.h
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1 /*
2  * This program is free software; you can redistribute it and/or modify
3  * it under the terms of the GNU General Public License as published by
4  * the Free Software Foundation; either version 3 of the License, or
5  * (at your option) any later version.
6  *
7  * Written (W) 1999-2008 Gunnar Raetsch
8  * Written (W) 1999-2008,2011 Soeren Sonnenburg
9  * Written (W) 2014 Parijat Mazumdar
10  * Copyright (C) 1999-2009 Fraunhofer Institute FIRST and Max-Planck-Society
11  * Copyright (C) 2011 Berlin Institute of Technology
12  */
13 
14 #ifndef PCA_H_
15 #define PCA_H_
16 
17 #include <shogun/lib/config.h>
18 
19 #ifdef HAVE_EIGEN3
21 #include <stdio.h>
24 #include <shogun/lib/common.h>
25 
26 namespace shogun
27 {
30 {
34  AUTO = 10,
36  SVD = 20,
40  EVD = 30
41 };
42 
45 {
52 };
53 
56 {
67 };
68 
116 {
117  public:
118 
127  CPCA(bool do_whitening=false, EPCAMode mode=FIXED_NUMBER, float64_t thresh=1e-6,
128  EPCAMethod method=AUTO, EPCAMemoryMode mem_mode=MEM_REALLOCATE);
129 
136  CPCA(EPCAMethod method, bool do_whitening=false, EPCAMemoryMode mem=MEM_REALLOCATE);
137 
139  virtual ~CPCA();
140 
144  virtual bool init(CFeatures* features);
145 
147  virtual void cleanup();
148 
154 
160 
165 
169 
173 
175  virtual const char* get_name() const { return "PCA"; }
176 
178  virtual EPreprocessorType get_type() const { return P_PCA; }
179 
182 
187 
191  void set_eigenvalue_zero_tolerance(float64_t eigenvalue_zero_tolerance=1e-15);
192 
197 
198  protected:
199 
200  void init();
201 
202  protected:
203 
207  int32_t num_dim;
209  int32_t num_old_dim;
231 };
232 }
233 #endif // HAVE_EIGEN3
234 #endif // PCA_H_

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