对称矩阵相关元算，主成分分析(PCA)， fisher

discriminant analysis(FDA).，-Introduction

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This is a class for symmetric matrix related computations. It can be used for

symmetric matrix diagonalization and inversion. If given the covariance matrix,

users can utilize the class for principal component analysis(PCA) and fisher

discriminant analysis(FDA). It can also be used for some elementary matrix and

vector computations.



Usage

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It s a C++ program for symmetric matrix diagonalization, inversion and principal

component anlaysis(PCA).

To use it, you need to define an instance of CMatrix class, initialize matrix,

call the public funtions, and finally, free the matrix. For example, for PCA,



　　CMarix theMat　// define CMatrix instance



　　float** C　// define n*n matrix

　　C = theMat.allocMat( n )



　　Calculate the matrix (e.g., covariance matrix from data)



　　float*phi,*lambda　// eigenvectors and eigenvalues

　　int vecNum　 // number of eigenvectors (<=n)



　　phi = new float [n*vecNum]

　　lambda = new float [vecNum]



　　the