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PrincipalComponentAnalysisFromCovarianceMatrix Method |
Constructs a new Principal Component Analysis from a Covariance matrix.
Namespace: Accord.Statistics.Analysis
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
Syntaxpublic static PrincipalComponentAnalysis FromCovarianceMatrix( double[] mean, double[,] covariance )
Parameters
- mean
- Type: SystemDouble
The mean vector for the source data. - covariance
- Type: SystemDouble
The covariance matrix of the data.
Return Value
Type: PrincipalComponentAnalysisRemarks
This method may be more suitable to high dimensional problems in which
the original data matrix may not fit in memory but the covariance matrix
will.
See Also