Developer Guide and Reference

  • 2021.3
  • 06/28/2021
  • Public Content
Contents

Online Processing

Online processing mode for Principal Component Analysis is not available on GPU.
Online processing computation mode assumes that data arrives in blocks LaTex Math image..
PCA computation in the online processing mode follows the general computation schema for online processing described in Algorithms.

Algorithm Input

The PCA algorithm in the online processing mode accepts the input described below. Pass the
Input ID
as a parameter to the methods that provide input for your algorithm. For more details, see Algorithms.
Input ID
Input
data
Pointer to the LaTex Math image. numeric table that represents the current data block. The input can be an object of any class derived from
NumericTable
.

Algorithm Parameters

The PCA algorithm in the online processing mode has the following parameters, depending on the computation method parameter method:
Parameter
Method
Default Value
Description
algorithmFPType
defaultDense
or
svdDense
float
The floating-point type that the algorithm uses for intermediate computations. Can be
float
or
double
.
method
Not applicable
defaultDense
Available computation methods for PCA computation:
  • defaultDense
    - the correlation method
  • svdDense
    - the SVD method
initializationProcedure
defaultDense
or
svdDense
Not applicable
The procedure for setting initial parameters of the algorithm in the online processing mode.
  • By default, the algorithm with the
    defaultDense
    method initializes
    nObservationsCorrelation
    ,
    sumCorrelation
    , and
    crossProductCorrelation
    with zeros.
  • By default, the algorithm with the
    svdDense
    method initializes
    nObservationsSVD
    ,
    sumSVD
    , and
    sumSquaresSVD
    with zeros.
covariance
defaultDense
SharedPtr<covariance::Online<algorithmFPType, covariance::defaultDense> >
The correlation and variance-covariance matrices algorithm to be used for PCA computations with the correlation method. For details, see Correlation and Variance-covariance Matrices. Online Processing.

Partial Results

The PCA algorithm in the online processing mode calculates partial results described below. They depend on the computation method. Pass the
Result ID
as a parameter to the methods that access the results of your algorithm. For more details, see Algorithms.
Correlation method (
defaultDense
)
Result ID
Result
nObservationsCorrelation
Pointer to the LaTex Math image. numeric table with the number of observations processed so far.
By default, this result is an object of the
HomogenNumericTable
class, but you can define it as an object of any class derived from
NumericTable
except
CSRNumericTable
.
crossProductCorrelation
Pointer to the LaTex Math image. numeric table with the partial cross-product matrix computed so far.
By default, this table is an object of the
HomogenNumericTable
class, but you can define it as an object of any class derived from
NumericTable
except
PackedSymmetricMatrix
,
PackedTriangularMatrix
, and
CSRNumericTable
.
sumCorrelation
Pointer to the LaTex Math image. numeric table with partial sums computed so far.
By default, this table is an object of the
HomogenNumericTable
class, but you can define it as an object of any class derived from
NumericTable
except
PackedSymmetricMatrix
,
PackedTriangularMatrix
, and
CSRNumericTable
.
SVD method (
svdDense
)
Result ID
Result
nObservationsCorrelation
Pointer to the LaTex Math image. numeric table with the number of observations processed so far.
By default, this result is an object of the
HomogenNumericTable
class, but you can define it as an object of any class derived from
NumericTable
except
CSRNumericTable
.
sumSVD
Pointer to the LaTex Math image. numeric table with partial sums computed so far.
By default, this table is an object of the
HomogenNumericTable
class, but you can define it as an object of any class derived from
NumericTable
except
PackedSymmetricMatrix
,
PackedTriangularMatrix
, and
CSRNumericTable
.
sumSquaresSVD
Pointer to the LaTex Math image. numeric table with partial sums of squares computed so far.
By default, this table is an object of the
HomogenNumericTable
class, but you can define it as an object of any class derived from
NumericTable
except
PackedSymmetricMatrix
,
PackedTriangularMatrix
, and
CSRNumericTable
.

Algorithm Output

The PCA algorithm in the online processing mode calculates the results described below. Pass the
Result ID
as a parameter to the methods that access the results of your algorithm. For more details, see Algorithms.
Result ID
Result
eigenvalues
Pointer to the LaTex Math image. numeric table that contains eigenvalues in the descending order.
eigenvectors
Pointer to the LaTex Math image. numeric table that contains eigenvectors in the row-major order.
By default, these results are objects of the
HomogenNumericTable
class, but you can define the result as an object of any class derived from
NumericTable
except
PackedSymmetricMatrix
,
PackedTriangularMatrix
, and
CSRNumericTable
.

Product and Performance Information

1

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.