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RyotaBannai/projecting_samples.py

Last active December 27, 2018 15:11
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projecting_samples.py
T = X.dot(v) # Projecting sample data
T = T[:, 0:2]
# Or simply, T = X.dot(v_12)
T_mean = T.mean(axis=0)
C_T = np.cov(T.T) # Shape 2 *2
wT, vT = LA.eig(C_T)
inxT = wT.argsort()[::-1]
wT, v = wT[inxT], vT[:, inxT]
w_12_T = wT[:2]
v_12_T = vT[:,:2]
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