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PrincipalComponentAnalysisFromGramMatrix Method

Constructs a new Principal Component Analysis from a Kernel (Gram) matrix.

Namespace:  Accord.Statistics.Analysis
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
Syntax
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public static PrincipalComponentAnalysis FromGramMatrix(
	double[] mean,
	double[] stdDev,
	double[,] kernelMatrix
)
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Parameters

mean
Type: SystemDouble
The mean vector for the source data.
stdDev
Type: SystemDouble
The standard deviation vectors for the source data.
kernelMatrix
Type: SystemDouble
The kernel matrix for the data.

Return Value

Type: PrincipalComponentAnalysis
Remarks
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