scripts/builtin/pcaTransform.dml

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# Principal Component Analysis (PCA) for dimensionality reduction prediction
# This method is used to transpose data, which the PCA model was not trained on. To validate how good
# The PCA is, and to apply in production. 
#
# INPUT:
# ------------------------------------------------------------------------------------
# X            Input feature matrix
# Clusters     The previously computed principal components
# Centering    The column means of the PCA model, subtracted to construct the PCA
# ScaleFactor  The scaling of each dimension in the PCA model
# ------------------------------------------------------------------------------------
#
# OUTPUT:
# --------------------------------------------------------------------------------------------
# Y     Output feature matrix dimensionally reduced by PCA
# --------------------------------------------------------------------------------------------

m_pcaTransform = function(Matrix[Double] X, Matrix[Double] Clusters,
  Matrix[Double] Centering = matrix(0, rows= 0, cols=0), 
  Matrix[Double] ScaleFactor = matrix(0, rows= 0, cols=0))
  return (Matrix[Double] Y) 
{

  X = scaleApply(X, Centering, ScaleFactor)

  Y = X %*% Clusters
}