5 #include <boost/foreach.hpp> 39 for(
int i = 0; i != 3; ++i)
41 for(
int j = 0; j != 3; ++j)
46 covariance =
prod(
trans(covariance),covariance);
53 BOOST_FOREACH(RealVector& sample, data)
56 sample = mean + distribution(Rng::globalRng).first;
81 pca.
train(pcaModel,data);
88 cout <<
"RESULTS: " << std::endl;
89 cout <<
"======== " << std::endl << std::endl;
90 cout <<
"principal component 1: " <<
row(pcaModel.
matrix(),0) * sqrt(pca.
eigenvalues()(0)) << std::endl;
91 cout <<
"principal component 2: " <<
row(pcaModel.
matrix(),1) * sqrt( pca.
eigenvalues()(1) ) << std::endl;