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date | Tue, 10 Feb 2015 15:05:51 +0000 |
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1 <html> | |
2 <head> | |
3 <title> | |
4 Netlab Reference Manual pca | |
5 </title> | |
6 </head> | |
7 <body> | |
8 <H1> pca | |
9 </H1> | |
10 <h2> | |
11 Purpose | |
12 </h2> | |
13 Principal Components Analysis | |
14 | |
15 <p><h2> | |
16 Synopsis | |
17 </h2> | |
18 <PRE> | |
19 PCcoeff = pca(data) | |
20 PCcoeff = pca(data, N) | |
21 [PCcoeff, PCvec] = pca(data) | |
22 </PRE> | |
23 | |
24 | |
25 <p><h2> | |
26 Description | |
27 </h2> | |
28 | |
29 <CODE>PCcoeff = pca(data)</CODE> computes the eigenvalues of the covariance | |
30 matrix of the dataset <CODE>data</CODE> and returns them as <CODE>PCcoeff</CODE>. These | |
31 coefficients give the variance of <CODE>data</CODE> along the corresponding | |
32 principal components. | |
33 | |
34 <p><CODE>PCcoeff = pca(data, N)</CODE> returns the largest <CODE>N</CODE> eigenvalues. | |
35 | |
36 <p><CODE>[PCcoeff, PCvec] = pca(data)</CODE> returns the principal components as | |
37 well as the coefficients. This is considerably more computationally | |
38 demanding than just computing the eigenvalues. | |
39 | |
40 <p><h2> | |
41 See Also | |
42 </h2> | |
43 <CODE><a href="eigdec.htm">eigdec</a></CODE>, <CODE><a href="gtminit.htm">gtminit</a></CODE>, <CODE><a href="ppca.htm">ppca</a></CODE><hr> | |
44 <b>Pages:</b> | |
45 <a href="index.htm">Index</a> | |
46 <hr> | |
47 <p>Copyright (c) Ian T Nabney (1996-9) | |
48 | |
49 | |
50 </body> | |
51 </html> |