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Algorithm 1 PCA. |
Input: X_input, k Output: X_transformed |
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1:
X_std ← standardize(X_input)
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2:
cov_matrix ← (X_stdT · X_std)/(n − 1)
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3:
evectors, evalues ← eigendecomposition(cov_matrix)
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4:
Rearrange each pair of evectors and evalues in descending order of evalues
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5:
W ← evectors1:k,·
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6:
X_transformed ← X_std · W
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7:
return X_transformed
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