Java中实现PCA降维

package com.excellence.splitsentence;
import java.net.UnknownHostException;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.Collections;
import java.util.List;
import org.jblas.ComplexDoubleMatrix;
import org.jblas.ComplexFloatMatrix;
import org.jblas.DoubleMatrix;
import org.jblas.Eigen;
import org.jblas.FloatMatrix; import com.mongodb.BasicDBList;
import com.mongodb.DB;
import com.mongodb.DBCollection;
import com.mongodb.DBCursor;
import com.mongodb.MongoClient;
import com.mongodb.MongoCredential;
import com.mongodb.ServerAddress;
public class PCA {
/**
* Reduce matrix dimension 减少矩阵维度
* @param source 源矩阵
* @param dimension 目标维度
* @return Target matrix 返回目标矩阵
*/ public static FloatMatrix dimensionReduction(FloatMatrix source, int dimension) {
//C=X*X^t/m 矩阵*矩阵^异或/列数
FloatMatrix covMatrix = source.mmul(source.transpose()).div(source.columns);
ComplexFloatMatrix eigVal = Eigen.eigenvalues(covMatrix);
ComplexFloatMatrix[] eigVectorsVal = Eigen.eigenvectors(covMatrix);
ComplexFloatMatrix eigVectors = eigVectorsVal[0];
//通过特征值将符号向量从大到小排序
List<PCABean> beans = new ArrayList<PCA.PCABean>();
for (int i = 0; i < eigVectors.columns; i++) {
beans.add(new PCABean(eigVal.get(i).real(), eigVectors.getColumn(i)));
}
Collections.sort(beans);
FloatMatrix newVec = new FloatMatrix(dimension, beans.get(0).vector.rows);
for (int i = 0; i < dimension; i++) {
ComplexFloatMatrix dm = beans.get(i).vector;
FloatMatrix real = dm.getReal();
newVec.putRow(i, real);
}
return newVec.mmul(source);
}
static class PCABean implements Comparable<PCABean> {
float eigenValue;
ComplexFloatMatrix vector;
public PCABean(Float eigenValue, ComplexFloatMatrix vector) {
super();
this.eigenValue = eigenValue;
this.vector = vector;
}
@Override
public int compareTo(PCABean o) {
return Float.compare(o.eigenValue, eigenValue);
}
@Override
public String toString() {
return "PCABean [eigenValue=" + eigenValue + ", vector=" + vector + "]";
}
}
} 如何调用?

float[] vector = docvector.getElementArray();
FloatMatrix d = new FloatMatrix(vector);

FloatMatrix result = PCA.dimensionReduction(d, 10);

 
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