PCATool.h

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//***************************************************************************************
//***************************************************************************************
 
#pragma once
 
#include "NAGASH/Global.h"
#include "NAGASH/MSGTool.h"
#include "NAGASH/Tool.h"
#include "Eigen/Dense"
 
namespace NAGASH
{
    class PCATool : public Tool
    {
    public:
        PCATool(std::shared_ptr<MSGTool> MSG, int size);
 
        void SetObservable(int index, double val);
        void SetCovariance(int index_i, int index_j, double cov);
        void SetUncertainty(int index, double unc);
        // These functions will set isProcessed to false
        // If unc or cov not set then it is set to be 0
 
        // These functions will check isProcessed
        // if it not processed then call function
        // Processed
        int GetNPCAVariation();
        double GetPCAResult(int ivar, int index, double nsigma);
        double GetPCAResult(int index);
        double GetPCAUpVariation(int ivar, int index);
        double GetPCADownVariation(int ivar, int index);
        double GetEigenValue(int ivar);
 
    private:
        bool isProcessed = false;
 
        void Process();
 
        Eigen::MatrixXd Covariance_Matrix;
        Eigen::MatrixXd Transform_Matrix;
        Eigen::MatrixXd New_Covariance_Matrix;
 
        Eigen::VectorXd Observable_Vector;
        Eigen::VectorXd New_Observable_Vector;
 
        Eigen::VectorXd EigenValue;
 
        std::vector<Eigen::VectorXd> New_Observable_UpVariations;
        std::vector<Eigen::VectorXd> New_Observable_DownVariations;
 
        int NVariation = -1;
        int Size = 0;
    };
} // namespace NAGASH