source: trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/Nca/Initialization/PcaInitializer.cs @ 8961

#region License Information
/* HeuristicLab
 * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
 *
 * This file is part of HeuristicLab.
 *
 * HeuristicLab is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * HeuristicLab 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 General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
 */
#endregion

using System.Linq;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis;

namespace HeuristicLab.Algorithms.DataAnalysis {
  [Item("PCA", "Initializes the matrix by performing a principal components analysis.")]
  [StorableClass]
  public sealed class PCAInitializer : Item, INCAInitializer {

    [StorableConstructor]
    private PCAInitializer(bool deserializing) : base(deserializing) { }
    private PCAInitializer(PCAInitializer original, Cloner cloner) : base(original, cloner) { }
    public PCAInitializer() : base() { }

    public override IDeepCloneable Clone(Cloner cloner) {
      return new PCAInitializer(this, cloner);
    }

    public double[] Initialize(IClassificationProblemData data, int dimensions) {
      var instances = data.TrainingIndices.Count();
      var attributes = data.AllowedInputVariables.Count();

      var pcaDs = new double[instances, attributes];
      int col = 0;
      foreach (var variable in data.AllowedInputVariables) {
        int row = 0;
        foreach (var value in data.Dataset.GetDoubleValues(variable, data.TrainingIndices)) {
          pcaDs[row, col] = value;
          row++;
        }
        col++;
      }

      int info;
      double[] varianceValues;
      double[,] matrix;
      alglib.pcabuildbasis(pcaDs, instances, attributes, out info, out varianceValues, out matrix);

      var result = new double[attributes * dimensions];
      for (int i = 0; i < attributes; i++)
        for (int j = 0; j < dimensions; j++)
          result[i * dimensions + j] = matrix[i, j];

      return result;
    }

  }
}