Eigen & Matrix: To Matrix (project columns)...

A command to project the columns of the Matrix object onto the eigenspace of the Eigen object.

Setting

Number of dimensions
defines the dimension, i.e., the number of rows, of the resulting Matrix object.

Algorithm

Project each column of the Matrix on the coordinate system given by the eigenvectors of the Eigen object. This can be done as follows:

yij = Σk=1..dimension eik zkj, where

yij is the j-th element of the i-th row of the result, eik is the k-th element of the i-th eigenvector, zkj is the k-th element of the j-th column of the selected Matrix object, and dimension is the number of elements in an eigenvector.


© djmw, February 23, 2016