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update qm-dsp library

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This commit is contained in:
Robin Gareus 2016-10-06 00:16:44 +02:00
parent 2a27cc4758
commit f68d2e06bc
100 changed files with 58968 additions and 55091 deletions
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26
libs/qm-dsp/maths/pca/pca.c
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@ -15,8 +15,8 @@
Earn/Bitnet: fionn@dgaeso51, fim@dgaipp1s, murtagh@stsci
Span: esomc1::fionn
Internet: murtagh@scivax.stsci.edu
F. Murtagh, Munich, 6 June 1989 */
F. Murtagh, Munich, 6 June 1989 */
/*********************************************************************/
#include <stdio.h>
@ -110,7 +110,7 @@ void tred2(double** a, int n, double* d, double* e)
{
int l, k, j, i;
double scale, hh, h, g, f;
for (i = n-1; i >= 1; i--)
{
l = i - 1;
@ -188,7 +188,7 @@ void tqli(double* d, double* e, int n, double** z)
{
int m, l, iter, i, k;
double s, r, p, g, f, dd, c, b;
for (i = 1; i < n; i++)
e[i-1] = e[i];
e[n-1] = 0.0;
@ -253,23 +253,23 @@ void pca_project(double** data, int n, int m, int ncomponents)
{
int i, j, k, k2;
double **symmat, **symmat2, *evals, *interm;
//TODO: assert ncomponents < m
symmat = (double**) malloc(m*sizeof(double*));
for (i = 0; i < m; i++)
symmat[i] = (double*) malloc(m*sizeof(double));
covcol(data, n, m, symmat);
/*********************************************************************
Eigen-reduction
**********************************************************************/
/* Allocate storage for dummy and new vectors. */
evals = (double*) malloc(m*sizeof(double)); /* Storage alloc. for vector of eigenvalues */
interm = (double*) malloc(m*sizeof(double)); /* Storage alloc. for 'intermediate' vector */
//MALLOC_ARRAY(symmat2,m,m,double);
//MALLOC_ARRAY(symmat2,m,m,double);
//for (i = 0; i < m; i++) {
// for (j = 0; j < m; j++) {
// symmat2[i][j] = symmat[i][j]; /* Needed below for col. projections */
@ -278,7 +278,7 @@ void pca_project(double** data, int n, int m, int ncomponents)
tred2(symmat, m, evals, interm); /* Triangular decomposition */
tqli(evals, interm, m, symmat); /* Reduction of sym. trid. matrix */
/* evals now contains the eigenvalues,
columns of symmat now contain the associated eigenvectors. */
columns of symmat now contain the associated eigenvectors. */
/*
printf("\nEigenvalues:\n");
@ -289,7 +289,7 @@ columns of symmat now contain the associated eigenvectors. */
printf("Eigenvalues are often expressed as cumulative\n");
printf("percentages, representing the 'percentage variance\n");
printf("explained' by the associated axis or principal component.)\n");
printf("\nEigenvectors:\n");
printf("(First three; their definition in terms of original vbes.)\n");
for (j = 0; j < m; j++) {
@ -310,7 +310,7 @@ for (i = 0; i < n; i++) {
}
}
/*
/*
printf("\nProjections of row-points on first 3 prin. comps.:\n");
for (i = 0; i < n; i++) {
for (j = 0; j < 3; j++) {