I have used PCA in SPSS and Matlab. This is a good place to start learning it, as those applications have already got all the infrastructure ready for you (like lots of plots and supportive tests).
Thanks for the help guys. I eventually decided to implement the algorithm myself, using Math.Net Numerics to lay the matrix groundwork and ARPACK to do the hard work of finding the biggest eigenvectors of the correlation matrix (I don't need of all them). Subject closed.
发布评论
评论（2）
我在 SPSS 和 Matlab。这是开始学习它的好地方，因为这些应用程序已经为您准备好了所有基础设施（例如大量绘图和支持性测试）。
如果您正在寻找 C# 语言的内容，请查看 Accord 框架，也许此处示例
I have used PCA in SPSS and Matlab. This is a good place to start learning it, as those applications have already got all the infrastructure ready for you (like lots of plots and supportive tests).
If you are looking for something in C#, take a look at the Accord framework and maybe this sample here
谢谢你们的帮助。我最终决定自己实现该算法，使用 Math.Net Numerics 奠定矩阵基础，并使用 ARPACK 来完成查找相关矩阵的最大特征向量的艰苦工作（我不需要所有这些）。主题已关闭。
Thanks for the help guys. I eventually decided to implement the algorithm myself, using Math.Net Numerics to lay the matrix groundwork and ARPACK to do the hard work of finding the biggest eigenvectors of the correlation matrix (I don't need of all them). Subject closed.