On Thu, 09 Jan 2003 18:10:20 +0000, Jonathan Bailleul <[EMAIL PROTECTED]> wrote:
> Hello, > > I have low background in statistics, and I *just* want to find a piece > of C/C++ code that would compute eigenvalues and eigenvectors of > training data (preferently), or of a covariance matrix I might compute > myself form the data (hence square and symetric). > > I managed to find from Statlib a program under the form I wanted > (http://lib.stat.cmu.edu/multi/pca.c), but it unfortunately showed > "strange" results, different from those given by matlab and another stat > package (signs of eigenvector coordinates changed, all eigenvalues > multiplied by same random factor). Maybe I'm wrong, but it seems like > "it doesn't work". I bet you are wrong. - it sounds to me like you need to read the documentation. Signs are changed? Whenever A is important statistically, and A is an arbitrary (positive or negative) number, (-A) has most of the same properties. Random multiplying factors? - read up on "eigenvalue." -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
