Simplified Interface

firstPC :: Matrix Double -> (Vector Double, Vector Double, Matrix Double)Source

Calculate the first principal component of a set of samples.

Each row in the matrix is one sample. Note that this is transposed compared to the implementation of principal components using svd or leftSV

Example:

 let (pc,scores,residuals) = firstPC $ fromRows samples

This is calculated by providing a default estimate of the scores to firstPCFromScores

firstPCFromScores :: Matrix Double -> Vector Double -> (Vector Double, Vector Double, Matrix Double)Source

Calculate the first principal component of a set of samples given a starting estimate of the scores.

Each row in the matrix is one sample. Note that this is transposed compared to the implementation of principal components using svd or leftSV

The second argument is a starting guess for the score vector. If this is close to the actual score vector, then this will cause the algorthm to converge much faster.

Example:

 let (pc,scores,residuals) = firstPCFromScores (fromRows samples) scoresGuess