SFA_GETHF Return a SFA function as a quadratic form.
[H,f,c] = SFA_GETHF(HDL, NR, WHERE) returns function number NR in the
sfa object referenced by HDL in the form of a quadratic form
q(x) = 1/2*x'*H*x + f'*x + c
Of course, this only works if a quadratic expansion was used during
training.
The quadratic form can lie in different spaces, i.e. it can receive
as input preprocessed or non-preprocessed vectors. This is specified
by setting the argument WHERE. The quadratic form lies
- in the preprocessed space for WHERE==0 (e.g. the whitened space if
the preprocessing type is PCA)
- in the PCA space (i.e. projected on the principal components but
not whitened, works only if PCA was used for preprocessing) for
WHERE==1
- in the input, mean-free space for WHERE==2
- in the input space for WHERE==3
In general you will need to set WHERE to 2 or 3, but working in the
preprocessed spaces can often drastically improve the speed of
analysis.
See also SFA2_CREATE