It's a C++ program for symmetric matrix diagonalization, inversion and principal component anlaysis(PCA). The matrix diagonalization function can also be applied to the computation of singular value decomposition (SVD), Fisher linear discriminant analysis (FLDA) and kernel PCA (KPCA) if forming the symmetric matrix appropriately.
- Changes to previous version:
Initial Announcement on mloss.org.
No one has posted any comments yet. Perhaps you'd like to be the first?
Leave a comment
You must be logged in to post comments.