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32 lines
532 B
C++
32 lines
532 B
C++
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#ifndef MLPP_PCA_H
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#define MLPP_PCA_H
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//
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// PCA.hpp
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//
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// Created by Marc Melikyan on 10/2/20.
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//
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#include "core/math/math_defs.h"
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#include <vector>
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class MLPPPCA {
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public:
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MLPPPCA(std::vector<std::vector<real_t>> inputSet, int k);
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std::vector<std::vector<real_t>> principalComponents();
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real_t score();
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private:
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std::vector<std::vector<real_t>> inputSet;
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std::vector<std::vector<real_t>> X_normalized;
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std::vector<std::vector<real_t>> U_reduce;
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std::vector<std::vector<real_t>> Z;
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int k;
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};
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#endif /* PCA_hpp */
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