jens
7b34529b24
git-svn-id: http://moon:8086/svn/matlab/trunk@91 801c6759-fa7c-4059-a304-17956f83a07c
20 lines
508 B
Plaintext
20 lines
508 B
Plaintext
function [xpca xzca] = PCAwhite(x)
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size(x)
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x = x';
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k= 10;
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epsilon=1e-42;
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avg = mean(x, 1)
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x = x - repmat(avg, size(x, 1), 1);
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sigma = x * x' / size(x, 2);
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size(sigma)
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[U,S,V] = svd(sigma);
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%xRot = U' * x; % rotated version of the data.
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%xTilde = U(:,1:k)' * x; % reduced dimension representation of the data,
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% where k is the number of eigenvectors to keep
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xpca = diag(1./sqrt(diag(S) + epsilon)) * U' * x;
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xzca = U * diag(1./sqrt(diag(S) + epsilon)) * U' * x;
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plot(x( |