Added supportp for tall X in PCA

2007-01-25 12:17:16 +00:00 · 2007-01-25 12:17:16 +00:00 · aeb37cf4cd
parent fa3722600c
commit aeb37cf4cd
1 changed files with 10 additions and 2 deletions
--- a/fluents/lib/engines.py
+++ b/fluents/lib/engines.py
@ -17,6 +17,14 @@ def pca(a, aopt, scale='scores', mode='normal'):
    """
    
    m, n = a.shape
+
+    if m*10.>n:
+        v, s, ut = dot(a.T, a)
+        s = sqrt(s)
+        eigvals = s
+        u = u.T
+        vt = v.T
+    else:
        u, s, vt = svd(a, full_matrices=0)
        eigvals = (1./m)*s
    T = u*s