NMath Reference Guide

## PCFactor |

The PCFactorExtraction type exposes the following members.

Properties

Name | Description | |
---|---|---|

ComponentMatrix | Gets the component matrix. This is a matrix whose columns are the eigenvectors of the covariance matrix scaled by the square root of their corresponding eigenvalues. | |

CovarianceMatrix | Gets the covariance matrix whose eigenvalues are computed. | |

Eigenvalues | Gets the eigenvalues of the covariance matris. | |

Eigenvectors | Gets the eigenvalues of the covariance matrix as columns in a matrix. | |

NumberOfFactorsToExtract | Gets the functor which returns the number of factors to retain given the eigenvalues as its first argument and the eigenvectors as its second argument. | |

VarianceProportions | Gets a vector of proportion of variance explained by each factor. The ith entry corresoponds to the ith factor. |

See Also