pca

pca(X, [colNames], [k], [normalize], [maxIter], [svdSolver], [randomState])

ds is one or multiple data source. It is usually generated by function sqlDS.

colNames is a string vector indicating column names. The default value is the names of all columns in ds.

k is a positive integer indicating the number of principal components. The default value is the number of columns in ds.

normalize is a Boolean value indicating whether to normalize each column. The default value is false.

maxIter is a positive integer indicating the number of iterations when svdSolver="randomized". If it is not specified, maxIter=7 if k<0.1*cols and maxIter=7 otherwise. Here cols means the number of columns in ds.

svdSolver is a string. It can take the value of "full", "randomized" or "auto". svdSolver="full" is suitable for situations where k is close to size(colNames); svdSolver="randomized" is suitable for situations where k is much smaller than size(colNames). The default value is "auto", which means the system automatically determines whether to use "full" or "randomized".

randomState is an integer indicating the random seed. It only takes effect when set svdSolver="randomized". The default value is int(time(now())).

x = [7,1,1,0,5,2]
y = [0.7, 0.9, 0.01, 0.8, 0.09, 0.23]
t=table(x, y)
ds = sqlDS(<select * from t>);

pca(ds);

// output
components->
#0        #1
--------- ---------
-0.999883 0.015306
-0.015306 -0.999883

explainedVarianceRatio->[0.980301,0.019699]
// output
singularValues->[6.110802,0.866243]