diff toolboxes/MIRtoolbox1.3.2/somtoolbox/pcaproj.m @ 0:e9a9cd732c1e tip

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/MIRtoolbox1.3.2/somtoolbox/pcaproj.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,80 @@
+function [P,V,me,l] = pcaproj(D,arg1,arg2)
+
+%PCAPROJ Projects data vectors using Principal Component Analysis.
+%
+% [P,V,me,l] = pcaproj(D, odim)
+% P =          pcaproj(D, V, me)
+%
+%  Input and output arguments ([]'s are optional)
+%   D      (matrix) size dlen x dim, the data matrix
+%          (struct) data or map struct            
+%   odim   (scalar) how many principal vectors are used
+%  
+%   P      (matrix) size dlen x odim, the projections
+%   V      (matrix) size dim x odim, principal eigenvectors (unit length)
+%   me     (vector) size 1 x dim, center point of D
+%   l      (vector) size 1 x odim, the corresponding eigenvalues, 
+%                   relative to total sum of eigenvalues
+%                   
+% See also SAMMON, CCA.
+
+% Contributed to SOM Toolbox 2.0, February 2nd, 2000 by Juha Vesanto
+% Copyright (c) by Juha Vesanto
+% http://www.cis.hut.fi/projects/somtoolbox/
+
+% juuso 191297 070200
+
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+
+error(nargchk(2, 3, nargin)); % check the number of input arguments
+
+% the data
+if isstruct(D), 
+  if strcmp(D.type,'som_map'), D=D.codebook; else D=D.data; end
+end
+[dlen dim] = size(D);
+
+if nargin==2, 
+
+  odim = arg1;
+    
+  % autocorrelation matrix
+  A = zeros(dim);
+  me = zeros(1,dim);
+  for i=1:dim, 
+    me(i) = mean(D(isfinite(D(:,i)),i)); 
+    D(:,i) = D(:,i) - me(i); 
+  end  
+  for i=1:dim, 
+    for j=i:dim, 
+      c = D(:,i).*D(:,j); c = c(isfinite(c));
+      A(i,j) = sum(c)/length(c); A(j,i) = A(i,j); 
+    end
+  end
+  
+  % eigenvectors, sort them according to eigenvalues, and normalize
+  [V,S]   = eig(A);
+  eigval  = diag(S);
+  [y,ind] = sort(abs(eigval)); 
+  eigval  = eigval(flipud(ind));
+  V       = V(:,flipud(ind)); 
+  for i=1:odim, V(:,i) = (V(:,i) / norm(V(:,i))); end
+  
+  % take only odim first eigenvectors
+  V = V(:,1:odim);
+  l = abs(eigval)/sum(abs(eigval));
+  l = l(1:odim); 
+
+else % nargin==3, 
+
+  V = arg1;
+  me = arg2;
+  odim = size(V,2);    
+  D = D-me(ones(dlen,1),:);
+  
+end
+  
+% project the data using odim first eigenvectors
+P = D*V;
+
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%