Closed wavescholar closed 10 years ago
klPrincipalComponents<double> pcaWishart=SigmaW; klout(SigmaW); klMatrix<double> V=pcaWishart(2); klout(pcaWishart); klout(V) klVector<double> wishartEigs=pcaWishart.eigenvalues(); klout(wishartEigs); LatexPrintVector<double>(wishartEigs,"W eigs",_tex);
pca eigs returns the first eig the rest are uninitialized.
The parameter was removed. Additionally an inefficiency / error in the MKL call was corrected. The eigs were placed in a Matrix instead of a vector.