// // 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); } }