This source code has implementation for PCA algorithm in C++ using Eigen C++ library.
Required components to run the code:
- Install Visual Studio 2012 (Express Edition works fine)
- Windows operating system (Windows 7 or higher)
How to run the source code:
- Open file .\pca\PrincipalComponentAnalysis\PrincipalComponentAnalysis\Program.cpp
- Set the matrix dimensions in rows and columns variables.
- Set the matrix values in m variable.
- Run the program F5
- Output should be the values of the input's principal component.
The output of the assignment matrix is found in Output.txt