fastica.h File Reference

Definition of FastICA (Independent Component Analysis) for IT++. More...

#include <itpp/base/mat.h>
#include <itpp/itexports.h>

Go to the source code of this file.

Classes
class	itpp::Fast_ICA
	Fast_ICA Fast Independent Component Analysis (Fast ICA)The software is based upon original FastICA for Matlab from A. Hyvarinen. Fast and Robust Fixed-Point Algorithms for Independent Component Analysis. IEEE Transactions on Neural Networks, 10(3), pp. 626-634, 1999. More...

Namespaces
namespace	itpp
	itpp namespace

Macros
#define	FICA_APPROACH_DEFL   2
	Use deflation approach : compute IC one-by-one in a Gram-Schmidt-like fashion.
#define	FICA_APPROACH_SYMM   1
	Use symmetric approach : compute all ICs at a time.
#define	FICA_NONLIN_POW3   10
	Use x^3 non-linearity.
#define	FICA_NONLIN_TANH   20
	Use tanh(x) non-linearity.
#define	FICA_NONLIN_GAUSS   30
	Use Gaussian non-linearity.
#define	FICA_NONLIN_SKEW   40
	Use skew non-linearity.
#define	FICA_INIT_RAND   0
	Set random start for Fast_ICA.
#define	FICA_INIT_GUESS   1
	Set predefined start for Fast_ICA.
#define	FICA_TOL   1e-9
	Eigenvalues of the covariance matrix lower than FICA_TOL are discarded for analysis.

Detailed Description

Definition of FastICA (Independent Component Analysis) for IT++.

Author

Francois Cayre and Teddy Furon

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Copyright (C) 1995-2010 (see AUTHORS file for a list of contributors)

This file is part of IT++ - a C++ library of mathematical, signal processing, speech processing, and communications classes and functions.

IT++ is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

IT++ is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with IT++. If not, see http://www.gnu.org/licenses/.

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This is IT++ implementation of the original Matlab package FastICA.

This code is Copyright (C) 2004 by: Francois CAYRE and Teddy FURON TEMICS Project INRIA/Rennes (IRISA) Campus Universitaire de Beaulieu 35042 RENNES cedex FRANCE

Email: first.nosp@m.name.nosp@m..last.nosp@m.name.nosp@m.@iris.nosp@m.a.fr

Matlab package is Copyright (C) 1998 by: Jarmo HURRI, Hugo GAVERT, Jaakko SARELA and Aapo HYVARINEN Laboratory of Information and Computer Science Helsinki University of Technology

URL: http://www.cis.hut.fi/projects/ica/fastica/about.shtml

If you use results given by this FastICA software in an article for a scientific journal, conference proceedings or similar, please include the following original reference in the bibliography:

A. Hyvarinen, Fast and Robust Fixed-Point Algorithms for Independent Component Analysis, IEEE Transactions on Neural Networks 10(3):626-634, 1999

Differences with the original Matlab implementation:

• no GUI
• return something even in the case of a convergence problem
• optimization of SVD decomposition (performed 2 times in Matlab, only 1 time in IT++)
• default approach is SYMM with non-linearity POW3

Definition in file fastica.h.