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

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

Setting

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

Algorithm

Project each row 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 ejk zik, where

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


© djmw, February 23, 2016