On Sat, Mar 16, 2002 at 01:21:38PM +0100, Andrey Zinovyev wrote:
>
> 2) Did somebody implement such methods as Principal components analysis
> (Singular value decomposition), Self-organizing maps?
Take a look at the Colt library:
http://tilde-hoschek.home.cern.ch/~hoschek/colt/
This includes all sorts of matrix operations, including
a singular value decomposition which worked fine for me
last time I wanted to PCA something.
[In case you're interested, I've also written some independant
component analysis code. Which also uses Colt]
Not sure about SOMs, though...
Hope this helps,
Thomas.
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