PCA bug partially solved

shogun-toolbox · Mar 22, 2014 · e20e711 · e20e711
1 parent a804ca4
commit e20e711
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Showing 3 changed files with 258 additions and 167 deletions.
diff --git a/src/shogun/preprocessor/PCA.cpp b/src/shogun/preprocessor/PCA.cpp
@@ -172,7 +172,7 @@ bool CPCA::init(CFeatures* features)
 			{
 				for (int32_t i=0; i<num_dim; i++)
 					transformMatrix.col(i) /= 
-					sqrt(eigenValues[i+max_dim_allowed-num_dim]);
+					sqrt(eigenValues[i+max_dim_allowed-num_dim]*(num_vectors-1)+1e-15);
 			}
 		}
 
@@ -226,7 +226,7 @@ bool CPCA::init(CFeatures* features)
 			if (m_whitening)
 			{
 				for (int32_t i=0; i<num_dim; i++)
-					transformMatrix.col(i) /= sqrt(eigenValues[i]);
+					transformMatrix.col(i) /= sqrt(eigenValues[i]*(num_vectors-1)+1e-15);
 			}
 		}
 
@@ -274,7 +274,7 @@ SGMatrix<float64_t> CPCA::apply_to_feature_matrix(CFeatures* features)
 			for (int32_t col=0; col<num_vectors; col++)
 			{
 				for (int32_t row=0; row<num_dim; row++)
-					m.matrix[row*num_dim+col] = feature_matrix(row,col);
+					m.matrix[col*num_dim+row] = feature_matrix(row,col);
 			}
 			m.num_rows = num_dim;
 			m.num_cols = num_vectors;

diff --git a/src/shogun/preprocessor/PCA.h b/src/shogun/preprocessor/PCA.h
@@ -31,13 +31,13 @@ enum EPCAMethod
 	/** if N>D then EVD is chosen automatically else SVD is chosen 
 	 * (D-dimensions N-number of vectors) 
 	 */
-	AUTO,	
+	AUTO = 10,	
 	/** SVD based PCA. Time complexity ~14dn^2 (d-dimensions n-number of vectors) */
-	SVD,
+	SVD = 20,
 	/** Eigenvalue decomposition of covariance matrix. 
 	 * Time complexity ~10d^3 (d-dimensions n-number of vectors) 
 	 */
-	EVD
+	EVD = 30
 };
 
 /** mode of pca */