pca java_Java中实现PCA降维

packagecom.excellence.splitsentence;importjava.net.UnknownHostException;importjava.util.ArrayList;importjava.util.Arrays;importjava.util.Collections;importjava.util.List;importorg.jblas.ComplexDoubleMatrix;importorg.jblas.ComplexFloatMatrix;importorg.jblas.DoubleMatrix;importorg.jblas.Eigen;importorg.jblas.FloatMatrix;importcom.mongodb.BasicDBList;importcom.mongodb.DB;importcom.mongodb.DBCollection;importcom.mongodb.DBCursor;importcom.mongodb.MongoClient;importcom.mongodb.MongoCredential;importcom.mongodb.ServerAddress;public classPCA {/*** Reduce matrix dimension 减少矩阵维度

*@paramsource 源矩阵

*@paramdimension 目标维度

*@returnTarget matrix 返回目标矩阵*/

public static FloatMatrix dimensionReduction(FloatMatrix source, intdimension) {//C=X*X^t/m 矩阵*矩阵^异或/列数

FloatMatrix covMatrix =source.mmul(source.transpose()).div(source.columns);

ComplexFloatMatrix eigVal=Eigen.eigenvalues(covMatrix);

ComplexFloatMatrix[] eigVectorsVal=Eigen.eigenvectors(covMatrix);

ComplexFloatMatrix eigVectors= eigVectorsVal[0];//通过特征值将符号向量从大到小排序

List beans = new ArrayList();for (int i = 0; i < eigVectors.columns; i++) {

beans.add(newPCABean(eigVal.get(i).real(), eigVectors.getColumn(i)));

}

Collections.sort(beans);

FloatMatrix newVec= new FloatMatrix(dimension, beans.get(0).vector.rows);for (int i = 0; i < dimension; i++) {

ComplexFloatMatrix dm=beans.get(i).vector;

FloatMatrix real=dm.getReal();

newVec.putRow(i, real);

}returnnewVec.mmul(source);

}static class PCABean implements Comparable{floateigenValue;

ComplexFloatMatrix vector;publicPCABean(Float eigenValue, ComplexFloatMatrix vector) {super();this.eigenValue =eigenValue;this.vector =vector;

}

@Overridepublic intcompareTo(PCABean o) {returnFloat.compare(o.eigenValue, eigenValue);

}

@OverridepublicString toString() {return "PCABean [eigenValue=" + eigenValue + ", vector=" + vector + "]";

}

}

}

如何调用？