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fastica.cpp File Reference

Implementation of FastICA (Independent Component Analysis) for IT++. More...

#include <itpp/base/fastica.h>
#include <itpp/base/svec.h>
#include <itpp/base/sigfun.h>
#include <itpp/base/specmat.h>
#include <itpp/base/matfunc.h>
#include <itpp/base/stat.h>
#include <itpp/base/eigen.h>
#include <itpp/base/svd.h>
#include <itpp/base/random.h>
#include <itpp/base/sort.h>

Go to the source code of this file.

Namespaces

namespace  itpp

Functions

static void selcol (const mat oldMatrix, const vec maskVector, mat &newMatrix)
static void pcamat (const mat vectors, const int numOfIC, int firstEig, int lastEig, mat &Es, vec &Ds)
static void remmean (mat inVectors, mat &outVectors, vec &meanValue)
static void whitenv (const mat vectors, const mat E, const mat D, mat &newVectors, mat &whiteningMatrix, mat &dewhiteningMatrix)
static mat orth (const mat A)
static mat mpower (const mat A, const double y)
static ivec getSamples (const int max, const double percentage)
static vec sumcol (const mat A)
static void fpica (const mat X, const mat whiteningMatrix, const mat dewhiteningMatrix, const int approach, const int numOfIC, const int g, const int finetune, const double a1, const double a2, double myy, const int stabilization, const double epsilon, const int maxNumIterations, const int maxFinetune, const int initState, mat guess, double sampleSize, mat &A, mat &W)


Detailed Description

Implementation of FastICA (Independent Component Analysis) for IT++.

Author:
Francois Cayre and Teddy Furon
$Date$ $Revision$

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IT++ - C++ library of mathematical, signal processing, speech processing, and communications classes and functions

Copyright (C) 1995-2007 (see AUTHORS file for a list of contributors)

This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA

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This is IT++ implementation of the original Matlab package FastICA.

This code is Copyright (C) 2004 by: Francois CAYRE and Teddy FURON TEMICS Project INRIA/Rennes (IRISA) Campus Universitaire de Beaulieu 35042 RENNES cedex FRANCE

Email : firstname.lastname@irisa.fr

Matlab package is Copyright (C) 1998 by: Jarmo HURRI, Hugo GAVERT, Jaakko SARELA and Aapo HYVARINEN Laboratory of Information and Computer Science Helsinki University of Technology *

URL : http://www.cis.hut.fi/projects/ica/fastica/about.shtml

If you use results given by this FastICA software in an article for a scientific journal, conference proceedings or similar, please include the following original reference in the bibliography :

A. Hyvarinen, Fast and Robust Fixed-Point Algorithms for Independent Component Analysis, IEEE Transactions on Neural Networks 10(3):626-634, 1999

Differences with the original Matlab implementation:

Definition in file fastica.cpp.

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