pca-in-c

3 Commits 1 Branch 0 Tags 45 KiB

Author	SHA1	Message	Date
Ethan Smith-Coss	7a1d02f757	README.md Updated README.md	2025-05-30 23:51:17 +01:00
Ethan Smith-Coss	f6a5807fdd	README.md Added README.md	2025-05-30 23:48:57 +01:00
Ethan Smith-Coss	9fb5cefa08	C implementation of KLT The committed files are a fully functioning implementation of the Karhunen–Loève transform (KLT) as defined on Wikipedia, and verified using multiple languages - Python, R and MATLAB. Note. It may be common for libraries to call this algorithm 'covariance', 'eig' or similar to distiguish from the SVD alogrithm or otherwise. The source code is built entirely on the GNU GSL (2.7) library, to utilise BLAS optimised functionality.	2025-05-30 23:30:35 +01:00

Author

SHA1

Message

Date

Ethan Smith-Coss

7a1d02f757

README.md

Updated README.md

2025-05-30 23:51:17 +01:00

Ethan Smith-Coss

f6a5807fdd

README.md

Added README.md

2025-05-30 23:48:57 +01:00

Ethan Smith-Coss

9fb5cefa08

C implementation of KLT

The committed files are a fully functioning implementation of the
Karhunen–Loève transform (KLT) as defined on Wikipedia, and verified
using multiple languages - Python, R and MATLAB. Note. It may be common
for libraries to call this algorithm 'covariance', 'eig' or similar to
distiguish from the SVD alogrithm or otherwise.

The source code is built entirely on the GNU GSL (2.7) library, to
utilise BLAS optimised functionality.

2025-05-30 23:30:35 +01:00