wolffd@0: function [evals, evec] = eigdec(x, N)
wolffd@0: %EIGDEC	Sorted eigendecomposition
wolffd@0: %
wolffd@0: %	Description
wolffd@0: %	 EVALS = EIGDEC(X, N computes the largest N eigenvalues of the
wolffd@0: %	matrix X in descending order.  [EVALS, EVEC] = EIGDEC(X, N) also
wolffd@0: %	computes the corresponding eigenvectors.
wolffd@0: %
wolffd@0: %	See also
wolffd@0: %	PCA, PPCA
wolffd@0: %
wolffd@0: 
wolffd@0: %	Copyright (c) Ian T Nabney (1996-2001)
wolffd@0: 
wolffd@0: if nargout == 1
wolffd@0:    evals_only = logical(1);
wolffd@0: else
wolffd@0:    evals_only = logical(0);
wolffd@0: end
wolffd@0: 
wolffd@0: if N ~= round(N) | N < 1 | N > size(x, 2)
wolffd@0:    error('Number of PCs must be integer, >0, < dim');
wolffd@0: end
wolffd@0: 
wolffd@0: % Find the eigenvalues of the data covariance matrix
wolffd@0: if evals_only
wolffd@0:    % Use eig function as always more efficient than eigs here
wolffd@0:    temp_evals = eig(x);
wolffd@0: else
wolffd@0:    % Use eig function unless fraction of eigenvalues required is tiny
wolffd@0:    if (N/size(x, 2)) > 0.04
wolffd@0:      fprintf('netlab pca: using eig\n');
wolffd@0:       [temp_evec, temp_evals] = eig(x);
wolffd@0:    else
wolffd@0:       options.disp = 0;
wolffd@0:       fprintf('netlab pca: using eigs\n');
wolffd@0:       [temp_evec, temp_evals] = eigs(x, N, 'LM', options);
wolffd@0:    end
wolffd@0:    temp_evals = diag(temp_evals);
wolffd@0: end
wolffd@0: 
wolffd@0: % Eigenvalues nearly always returned in descending order, but just
wolffd@0: % to make sure.....
wolffd@0: [evals perm] = sort(-temp_evals);
wolffd@0: evals = -evals(1:N);
wolffd@0: %evec=temp_evec(:,1:N);
wolffd@0: if ~evals_only
wolffd@0:   if evals == temp_evals(1:N)
wolffd@0:     % Originals were in order
wolffd@0:     evec = temp_evec(:, 1:N);
wolffd@0:     return
wolffd@0:   else
wolffd@0:     fprintf('netlab pca: sorting evec\n');
wolffd@0:     % Need to reorder the eigenvectors
wolffd@0:     for i=1:N
wolffd@0:       evec(:,i) = temp_evec(:,perm(i));
wolffd@0:     end
wolffd@0:   end
wolffd@0: end