STK_ProjectedVariance.h

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/*
 * STK_ProjectedVariance.h
 *
 *  Created on: 20 juil. 2011
 *      Author: aude
 */

#ifndef STK_PROJECTEDVARIANCE_H_
#define STK_PROJECTEDVARIANCE_H_

#include "STK_ILinearReduct.h"

#include "../../Algebra/include/STK_Svd.h"




namespace STK
{

class ProjectedVariance : public ILinearReduct
{
  public:


    ProjectedVariance(Matrix const* p_data);
    ~ProjectedVariance();


    virtual void run( Integer const& dim );
    virtual void run( Vector const* weights, Integer const& dim);

    void svdData();

    void svdWData();


  protected:


    virtual void maximizeIndex();

    virtual void wmaximizeIndex();

    void dataReduced();

    Svd svdData_;

  private:

    void computeAxis();


};

} // namespace STK

#endif /* STK_PROJECTEDVARIANCE_H_ */