The Complete SPRLIB & ANNLIB

kl_coordinates

- compute the Karhunen-Loeve transform

SYNOPSIS

int kl_coordinates (dset, v, d)

ARGUMENTS

DATASET *dset The dataset of which the KL-transform has to be computed.
double **v Matrix to store the transformation result, a matrix of size [1..dset->numInputs][1..dset->numInputs].
double *d Eigenvector for the KL-transform, a vector of size [1..dset->numInputs].

RETURNS

TRUE if an error was detected, FALSE otherwise.

FUNCTION

The kl_coordinates function calculates the Karhunen-Loeve transform for a given dataset of any type. After computation the matrix v contains the eigenvectors of the resulting KL system as columns and the vector d contains the corresponding eigenvalues.

NOTE

The variable v is in matrix format and d is in vector format.

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