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  • GeodynamoGeodynamo
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  • !56

Pca done on correlation matrix

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Merged Mathieu Istas requested to merge PCA_done_on_correlation_matrix into master Oct 21, 2020
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The PCA done on the matrix reals_U, of dimension n_samples x n_coeffs is too heavy. To make it lighter, it is possible to take only a subset of the samples, which should not deteriorate the results significantly. To do that, I propose the introduction of the parameter fraction_u, so that if fraction_u = 0 .66, only 2/3 of the samples are considered.

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Source branch: PCA_done_on_correlation_matrix