[mlpack-svn] [MLPACK] #299: Enhancement of PCA library

[MLPACK Trac]

#299: Enhancement of PCA library
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 Reporter:  sumedhghaisas  |        Owner:              
     Type:  enhancement    |       Status:  new         
 Priority:  major          |    Milestone:  mlpack 1.0.7
Component:  mlpack         |     Keywords:              
 Blocking:                 |   Blocked By:              
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 I have added some functions and modified some in pca.cpp and pca.hpp

 Modification
 1) Made use of svd for calculations which reduces many loops.
 2) In the function Apply(data,newDimension) coeffs and eigVals were not
 shredded. Fixed that.

 Added functions -
 1) Added the concept of variance retention.
 2) Added function Apply(mat data,vec var_retained) which after
 transforming the data return a vector var_retained. First entry of this
 vector is variance retained if dimensions of current dataset is reduced to
 1,and so on.
 3) Added function Apply(mat data,size_t newDimension,double var_retained)
 which return var_retained after reducing the dimensions of the data.
 4) Added function Apply(mat data,double var_retained,size_t newDimension)
 which reduces the dimension to minimum dimensions possible such that user
 defined var_retained is maintained.

 PFA both the files pca.cpp and pca.hpp

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Ticket URL: <http://trac.research.cc.gatech.edu/fastlab/ticket/299>
MLPACK <www.fast-lab.org>
MLPACK is an intuitive, fast, and scalable C++ machine learning library developed at Georgia Tech.