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- #ifndef _Eigen_h_
- #define _Eigen_h_
- /* Eigen.h
- *
- * Copyright (C) 1993-2018 David Weenink
- *
- * This code is free software; you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation; either version 2 of the License, or (at
- * your option) any later version.
- *
- * This code is distributed in the hope that it will be useful, but
- * WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
- * General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with this work. If not, see <http://www.gnu.org/licenses/>.
- */
- #include "Collection.h"
- #include "Graphics.h"
- #include "Strings_.h"
- #include "Eigen_def.h"
- autoEigen Eigen_create (integer numberOfEigenvalues, integer dimension);
- void Eigen_init (Eigen me, integer numberOfEigenvalues, integer dimension);
- void Eigen_initFromSymmetricMatrix (Eigen me, constMAT a);
- void Eigen_initFromSquareRoot (Eigen me, constMAT a);
- /*
- Calculate eigenstructure for symmetric matrix A'A (e.g. covariance matrix),
- when only A is given.
- Precondition: numberOfRows > 1
- Method: SVD.
- */
- void Eigen_initFromSquareRootPair (Eigen me, constMAT a, constMAT b);
- /*
- Calculate eigenstructure for A'Ax - lambda B'Bx = 0
- Preconditions: numberOfRows >= numberOfColumns &&
- numberOfRows_b >= numberOfColumns
- Method: Generalized SVD.
- */
- integer Eigen_getNumberOfEigenvectors (Eigen me);
- integer Eigen_getDimensionOfComponents (Eigen me);
- double Eigen_getCumulativeContributionOfComponents (Eigen me, integer from, integer to);
- integer Eigen_getDimensionOfFraction (Eigen me, double fraction);
- double Eigen_getEigenvectorElement (Eigen me, integer ivec, integer element);
- double Eigen_getSumOfEigenvalues (Eigen me, integer from, integer to);
- void Eigen_sort (Eigen me);
- /*
- Sort eigenvalues and corresponding eigenvectors in decreasing order.
- */
- void Eigen_invertEigenvector (Eigen me, integer ivec);
- void Eigen_drawEigenvalues (Eigen me, Graphics g, integer first, integer last, double ymin, double ymax,
- bool fractionOfTotal, bool cumulative, double size_mm, conststring32 mark, bool garnish);
- void Eigen_drawEigenvector (Eigen me, Graphics g, integer ivec, integer first, integer last, double minimum, double maximum, bool weigh,
- double size_mm, conststring32 mark, bool connect, char32 **rowLabels, bool garnish);
- /*
- Draw eigenvector. When rowLabels != nullptr, draw row text labels on bottom axis.
- */
- /**
- Adapt the sign of each eigenvector except the first
- in such a way that it correlates positively with the first eigenvector.
- */
- void Eigens_alignEigenvectors (OrderedOf<structEigen>* me);
- double Eigens_getAngleBetweenEigenplanes_degrees (Eigen me, Eigen thee);
- /*
- Get angle between the eigenplanes, spanned by the first two eigenvectors, .
- */
- #endif /* _Eigen_h_ */
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