//
// PCA.java
//
/*
VisAD system for interactive analysis and visualization of numerical
data. Copyright (C) 1996 - 2017 Bill Hibbard, Curtis Rueden, Tom
Rink, Dave Glowacki, Steve Emmerson, Tom Whittaker, Don Murray, and
Tommy Jasmin.
This library is free software; you can redistribute it and/or
modify it under the terms of the GNU Library General Public
License as published by the Free Software Foundation; either
version 2 of the License, or (at your option) any later version.
This library 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
Library General Public License for more details.
You should have received a copy of the GNU Library General Public
License along with this library; if not, write to the Free
Software Foundation, Inc., 59 Temple Place - Suite 330, Boston,
MA 02111-1307, USA
*/
package visad.sounder;
import java.lang.reflect.InvocationTargetException;
import visad.*;
import visad.matrix.*;
import java.rmi.RemoteException;
public class PCA
{
JamaMatrix eigenvectors;
JamaMatrix mean_vector;
public PCA(JamaMatrix eigenvectors, JamaMatrix mean_vector)
{
this.eigenvectors = eigenvectors;
this.mean_vector = mean_vector;
}
public Spectrum compressReconstruct( Spectrum spectrum )
throws VisADException, RemoteException,IllegalAccessException, InstantiationException, InvocationTargetException
{
Spectrum new_spectrum = (Spectrum) spectrum.clone();
JamaMatrix tmp = uncompress(compress(spectrum));
new_spectrum.setSamples(tmp.getValues());
return new_spectrum;
}
public JamaMatrix compress( Spectrum spectrum )
throws VisADException, RemoteException, IllegalAccessException, InstantiationException, InvocationTargetException
{
JamaMatrix data_vector = new JamaMatrix(spectrum.getValues());
JamaMatrix tmp_vector = data_vector.minus(mean_vector);
JamaMatrix trans_data_vector = eigenvectors.times(tmp_vector.transpose());
return trans_data_vector;
}
public JamaMatrix uncompress( JamaMatrix trans_data_vector )
throws VisADException, IllegalAccessException, InstantiationException, InvocationTargetException
{
JamaMatrix r_data_vector =
(eigenvectors.transpose()).times(trans_data_vector);
r_data_vector = r_data_vector.plusEquals(mean_vector.transpose());
return r_data_vector;
}
public static JamaMatrix makeCovarianceMatrix( double[][] data_vectors )
throws VisADException, IllegalAccessException, InstantiationException, InvocationTargetException
{
int dim = data_vectors[0].length;
int n_vectors = data_vectors.length;
double[] mean_vector = new double[dim];
for ( int jj = 0; jj < dim; jj++ ) {
double sum = 0;
for ( int kk = 0; kk < n_vectors; kk++ ) {
sum += data_vectors[kk][jj];
}
mean_vector[jj] = sum/n_vectors;
}
double[][] cv = new double[dim][dim];
for ( int jj = 0; jj < dim; jj++ ) {
for ( int ii = jj; ii < dim; ii++ ) {
double sum = 0;
for ( int kk = 0; kk < n_vectors; kk++ ) {
sum += (data_vectors[kk][jj] - mean_vector[jj])*
(data_vectors[kk][ii] - mean_vector[ii]);
}
cv[jj][ii] = sum/n_vectors;
cv[ii][jj] = cv[jj][ii];
}
}
return new JamaMatrix(cv);
}
}