Rich Ulrich wrote: > > 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.
I agree, but that wasn't the main purpose of my request. And since I have absolutely no idea of the properties differences that justify your use of "most of", maybe that question was not so trivial (can you give details?) > Random multiplying factors? - read up on "eigenvalue." I already did it, but found nothing helping the current problem (just a basic description and nothing about the way it is computed). It looks like the solution seems obvious from your point of view: can you explain further? Please, remember I'm not a statistician. In advance, thank you for your help. -- -------------------------- Jonathan BAILLEUL Doctorant au GREYC Image ISMRA, Universit� de Caen . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
