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Clarified spec
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@ -72,9 +72,10 @@ namespace dlib
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- #Ltrans.nc() == N
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- #Rtrans.nr() == R.nc()
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- #Rtrans.nc() == N
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- No centering is applied to the L and R matrices. Therefore, if you want a
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CCA relative to the centered vectors then you must apply centering yourself
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before calling cca().
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- This function assumes the data vectors in L and R have already been centered
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(i.e. we assume the vectors have zero means). However, in many cases it is
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fine to use uncentered data with cca(). But if it is important for your
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problem then you should center your data before passing it to cca().
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- This function works with reduced rank approximations of the L and R matrices.
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This makes it fast when working with large matrices. In particular, we use
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the svd_fast() routine to find reduced rank representations of the input
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