// Copyright ©2016 The gonum Authors. All rights reserved. // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. package stat import ( "testing" "gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/mat" ) var appengine bool func TestPrincipalComponents(t *testing.T) { if appengine { t.Skip("non-asm implementation fails test") } tests: for i, test := range []struct { data mat.Matrix weights []float64 wantVecs *mat.Dense wantVars []float64 epsilon float64 }{ // Test results verified using R. { data: mat.NewDense(3, 3, []float64{ 1, 2, 3, 4, 5, 6, 7, 8, 9, }), wantVecs: mat.NewDense(3, 3, []float64{ 0.5773502691896258, 0.8164965809277261, 0, 0.577350269189626, -0.4082482904638632, -0.7071067811865476, 0.5773502691896258, -0.4082482904638631, 0.7071067811865475, }), wantVars: []float64{27, 0, 0}, epsilon: 1e-12, }, { // Truncated iris data. data: mat.NewDense(10, 4, []float64{ 5.1, 3.5, 1.4, 0.2, 4.9, 3.0, 1.4, 0.2, 4.7, 3.2, 1.3, 0.2, 4.6, 3.1, 1.5, 0.2, 5.0, 3.6, 1.4, 0.2, 5.4, 3.9, 1.7, 0.4, 4.6, 3.4, 1.4, 0.3, 5.0, 3.4, 1.5, 0.2, 4.4, 2.9, 1.4, 0.2, 4.9, 3.1, 1.5, 0.1, }), wantVecs: mat.NewDense(4, 4, []float64{ -0.6681110197952722, 0.7064764857539533, -0.14026590216895132, -0.18666578956412125, -0.7166344774801547, -0.6427036135482664, -0.135650285905254, 0.23444848208629923, -0.164411275166307, 0.11898477441068218, 0.9136367900709548, 0.35224901970831746, -0.11415613655453069, -0.2714141920887426, 0.35664028439226514, -0.8866286823515034, }), wantVars: []float64{0.1665786313282786, 0.02065509475412993, 0.007944620317765855, 0.0019327647109368329}, epsilon: 1e-12, }, { // Truncated iris data to form wide matrix. data: mat.NewDense(3, 4, []float64{ 5.1, 3.5, 1.4, 0.2, 4.9, 3.0, 1.4, 0.2, 4.7, 3.2, 1.3, 0.2, }), wantVecs: mat.NewDense(4, 3, []float64{ -0.5705187254552365, -0.7505979435049239, 0.08084520834544455, -0.8166537769529318, 0.5615147645527523, -0.032338083338177705, -0.08709186238359454, -0.3482870890450082, -0.22636658336724505, 0, 0, -0.9701425001453315, }), wantVars: []float64{0.0844692361537822, 0.022197430512884326, 0}, epsilon: 1e-12, }, { // Truncated iris data transposed to check for operation on fat input. data: mat.NewDense(10, 4, []float64{ 5.1, 3.5, 1.4, 0.2, 4.9, 3.0, 1.4, 0.2, 4.7, 3.2, 1.3, 0.2, 4.6, 3.1, 1.5, 0.2, 5.0, 3.6, 1.4, 0.2, 5.4, 3.9, 1.7, 0.4, 4.6, 3.4, 1.4, 0.3, 5.0, 3.4, 1.5, 0.2, 4.4, 2.9, 1.4, 0.2, 4.9, 3.1, 1.5, 0.1, }).T(), wantVecs: mat.NewDense(10, 4, []float64{ -0.3366602459946619, -0.1373634006401213, 0.3465102523547623, -0.10290179303893479, -0.31381852053861975, 0.5197145790632827, 0.5567296129086686, -0.15923062170153618, -0.30857197637565165, -0.07670930360819002, 0.36159923003337235, 0.3342301027853355, -0.29527124351656137, 0.16885455995353074, -0.5056204762881208, 0.32580913261444344, -0.3327611073694004, -0.39365834489416474, 0.04900050959307464, 0.46812879383236555, -0.34445484362044815, -0.2985206914561878, -0.1009714701361799, -0.16803618186050803, -0.2986246350957691, -0.4222037823717799, -0.11838613462182519, -0.580283530375069, -0.325911246223126, 0.024366468758217238, -0.12082035131864265, 0.16756027181337868, -0.2814284432361538, 0.240812316260054, -0.24061437569068145, -0.365034616264623, -0.31906138507685167, 0.4423912824105986, -0.2906412122303604, 0.027551046870337714, }), wantVars: []float64{41.8851906634233, 0.07762619213464989, 0.010516477775373585, 0}, epsilon: 1e-12, }, { // Truncated iris data unitary weights. data: mat.NewDense(10, 4, []float64{ 5.1, 3.5, 1.4, 0.2, 4.9, 3.0, 1.4, 0.2, 4.7, 3.2, 1.3, 0.2, 4.6, 3.1, 1.5, 0.2, 5.0, 3.6, 1.4, 0.2, 5.4, 3.9, 1.7, 0.4, 4.6, 3.4, 1.4, 0.3, 5.0, 3.4, 1.5, 0.2, 4.4, 2.9, 1.4, 0.2, 4.9, 3.1, 1.5, 0.1, }), weights: []float64{1, 1, 1, 1, 1, 1, 1, 1, 1, 1}, wantVecs: mat.NewDense(4, 4, []float64{ -0.6681110197952722, 0.7064764857539533, -0.14026590216895132, -0.18666578956412125, -0.7166344774801547, -0.6427036135482664, -0.135650285905254, 0.23444848208629923, -0.164411275166307, 0.11898477441068218, 0.9136367900709548, 0.35224901970831746, -0.11415613655453069, -0.2714141920887426, 0.35664028439226514, -0.8866286823515034, }), wantVars: []float64{0.1665786313282786, 0.02065509475412993, 0.007944620317765855, 0.0019327647109368329}, epsilon: 1e-12, }, { // Truncated iris data non-unitary weights. data: mat.NewDense(10, 4, []float64{ 5.1, 3.5, 1.4, 0.2, 4.9, 3.0, 1.4, 0.2, 4.7, 3.2, 1.3, 0.2, 4.6, 3.1, 1.5, 0.2, 5.0, 3.6, 1.4, 0.2, 5.4, 3.9, 1.7, 0.4, 4.6, 3.4, 1.4, 0.3, 5.0, 3.4, 1.5, 0.2, 4.4, 2.9, 1.4, 0.2, 4.9, 3.1, 1.5, 0.1, }), weights: []float64{2, 3, 1, 1, 1, 1, 1, 1, 1, 2}, wantVecs: mat.NewDense(4, 4, []float64{ -0.618936145422414, 0.763069301531647, 0.124857741232537, 0.138035623677211, -0.763958271606519, -0.603881770702898, 0.118267155321333, -0.194184052457746, -0.143552119754944, 0.090014599564871, -0.942209377020044, -0.289018426115945, -0.112599271966947, -0.212012782487076, -0.287515067921680, 0.927203898682805, }), wantVars: []float64{0.129621985550623, 0.022417487771598, 0.006454461065715, 0.002495076601075}, epsilon: 1e-12, }, } { var pc PC var vecs *mat.Dense var vars []float64 for j := 0; j < 2; j++ { ok := pc.PrincipalComponents(test.data, test.weights) vecs = pc.VectorsTo(vecs) vars = pc.VarsTo(vars) if !ok { t.Errorf("unexpected SVD failure for test %d use %d", i, j) continue tests } if !mat.EqualApprox(vecs, test.wantVecs, test.epsilon) { t.Errorf("%d use %d: unexpected PCA result got:\n%v\nwant:\n%v", i, j, mat.Formatted(vecs), mat.Formatted(test.wantVecs)) } if !approxEqual(vars, test.wantVars, test.epsilon) { t.Errorf("%d use %d: unexpected variance result got:%v, want:%v", i, j, vars, test.wantVars) } } } } func approxEqual(a, b []float64, epsilon float64) bool { if len(a) != len(b) { return false } for i, v := range a { if !floats.EqualWithinAbsOrRel(v, b[i], epsilon, epsilon) { return false } } return true }