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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>