Naive Principle Component Analysis performed by directly calculating the covariance matrix and then performing an Eigen decomposition.
Abstract base class for PCA implementations.
PrincipalComponentAnalysis.ComponentSelector that selects a subset of the principal components such that all remaining components have a cumulative energy less than the given value.
PrincipalComponentAnalysis.ComponentSelector that selects the n-best components.
PrincipalComponentAnalysis.ComponentSelector that selects a subset of the principal components such that all remaining components have a certain percentage cumulative energy of the total.
Compute the PCA using an SVD without actually constructing the covariance matrix.
Compute the PCA using a thin SVD to extract the best-n principal components directly.