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PrincipalComponentAnalysisByNIPALSNIPALS_HO Method

Calculates eigenvectors (loadings) and the corresponding scores using the NIPALS algorithm.

Namespace: Altaxo.Calc.LinearAlgebra.Double.Factorization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
Copy
public static (Matrix<double> factors, Matrix<double> loads, Vector<double> residualVarianceVector) NIPALS_HO(
	Matrix<double> X,
	int numFactors,
	double accuracy
)

Parameters

X  MatrixDouble
The matrix to which the decomposition is applied to. A row of the matrix is one spectrum (or a single measurement giving multiple resulting values). The different rows of the matrix represent measurements under different conditions.
numFactors  Int32
The number of factors to be calculated. If 0 is provided, factors are calculated until the provided accuracy is reached.
accuracy  Double
The relative residual variance that should be reached.

Return Value

ValueTupleMatrixDouble, MatrixDouble, VectorDouble
A tuple containing: the factor (scores) matrix (columns are score vectors), the loadings matrix (rows are load vectors), and a residual variance vector (element[0] is the original variance; element[1] is the residual variance after subtracting the first factor; and so on).
See Also