[mlpack-svn] [MLPACK] #126: Implement simple PCA

[MLPACK Trac]

#126: Implement simple PCA
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  Reporter:  rcurtin                           |        Owner:  ajinkya   
      Type:  wishlist                          |       Status:  assigned  
  Priority:  major                             |    Milestone:  MLPACK 1.0
 Component:  MLPACK                            |   Resolution:            
  Keywords:  pca kernel_pca covariance method  |     Blocking:  47        
Blocked By:                                    |  
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Comment (by ajinkya):

 I ran some tests on random 100x10000 dimension matrix and our method
 surprisingly performs way better than princomp ... Our method runs in the
 order of 0-2 secs where as princomp takes more than 24 secs for all the
 runs i made.
 (I compared the results and tested that both methods return same eigen
 values)

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Ticket URL: <http://trac.research.cc.gatech.edu/fastlab/ticket/126#comment:12>
MLPACK <www.fast-lab.org>
MLPACK is an intuitive, fast, and scalable C++ machine learning library developed by the FASTLAB at Georgia Tech under Dr. Alex Gray.