文件名称：CMatrix Class
文件大小：62KB
文件格式：ZIP
更新时间：2014-12-26 08:25:08
对称矩阵相关的计算，对称矩阵求逆运算，主成分分析（PCA），FDA
Introduction ============ This is a class for symmetric matrix related computations. It can be used for symmetric matrix diagonalization and inversion. If given the covariance matrix, users can utilize the class for principal component analysis(PCA) and fisher discriminant analysis(FDA). It can also be used for some elementary matrix and vector computations. Usage ===== It's a C++ program for symmetric matrix diagonalization, inversion and principal component anlaysis(PCA). To use it, you need to define an instance of CMatrix class, initialize matrix, call the public funtions, and finally, free the matrix. For example, for PCA, CMarix theMat; // define CMatrix instance float** C; // define n*n matrix C = theMat.allocMat( n ); Calculate the matrix (e.g., covariance matrix from data); float *phi, *lambda; // eigenvectors and eigenvalues int vecNum; // number of eigenvectors (<=n) phi = new float [n*vecNum]; lambda = new float [vecNum]; theMat.PCA( C, n, phi, lambda, vecNum ); delete phi; delete lambda; theMat.freeMat( C, n ); The matrix diagonalization function can also be applied to the computation of singular value decomposition (SVD), Fisher linear discriminant analysis (FLDA) and kernel PCA (KPCA) if forming the symmetric matrix appropriately. For data of very high dimensionality (n), the computation of nxn matrix is very expensive on personal computer. But if the number m of samples (vectors) is smaller than dimenionality, the problem can be converted to the computation of mxm matrix. The users are recommended to read the paper KPCA for how to form mxm matrix: B. Sch枚lkopf, A. Smola, K.-R. M眉ller. Nonlinear component analysis as a kernel eigenvalue problem, Neural Computation, 10(5): 1299-1319, 1998. Example ======= Refer to `example' directory for a simple demonstration.
【文件预览】：
CMatrix
----example()
--------example.cpp(3KB)
--------Makefile(214B)
----cmatrix.pro(113B)
----cmatrix(64KB)
----example.o(57KB)
----Matrix.cpp(18KB)
----cmatrix.pro.user(11KB)
----README(2KB)
----Matrix.h(3KB)
----Matrix.o(34KB)
----Makefile(7KB)