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Remove type restrictions that prevent PCA on Float32 and GPU arrays #235

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Remove type restrictions that prevent PCA on Float32 and GPU arrays #235

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22 changes: 9 additions & 13 deletions src/pca.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -180,16 +180,14 @@ function check_pcaparams(d::Int, mean::AbstractVector, md::Int, pr::Real)
0.0 < pr <= 1.0 || throw(ArgumentError("principal ratio must be a positive real value ≤ 1.0."))
end

function choose_pcadim(v::AbstractVector{T}, ord::Vector{Int}, vsum::T, md::Int,
pr::Real) where {T<:Real}
function choose_pcadim(v::AbstractVector{T}, ord::AbstractVector{Int}, vsum::T, md::Int,
pr::Real) where {T<:Real}
md = min(length(v), md)
k = 1
a = v[ord[1]]
thres = vsum * convert(T, pr)
while k < md && a < thres
a += v[ord[k += 1]]
end
return k
vo = @view v[ord[1:md]] # Create a view to avoid data copying
cumsum_vo = cumsum(vo) # Compute the cumulative sum
k = findfirst(>=(thres), cumsum_vo)
return k === nothing ? md : k
end


Expand Down Expand Up @@ -239,11 +237,9 @@ function pcasvd(Z::AbstractMatrix{T}, mean::AbstractVector{T}, n::Real;

check_pcaparams(size(Z,1), mean, maxoutdim, pratio)
Svd = svd(Z)
v = Svd.S::Vector{T}
U = Svd.U::Matrix{T}
for i = 1:length(v)
@inbounds v[i] = abs2(v[i]) / (n-1)
end
v = Svd.S
U = Svd.U
v = abs2.(v) / (n-1)
ord = sortperm(v; rev=true)
vsum = sum(v)
k = choose_pcadim(v, ord, vsum, maxoutdim, pratio)
Expand Down
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