wolffd@0: wolffd@0:
wolffd@0:wolffd@0: PCcoeff = pca(data) wolffd@0: PCcoeff = pca(data, N) wolffd@0: [PCcoeff, PCvec] = pca(data) wolffd@0:wolffd@0: wolffd@0: wolffd@0:
PCcoeff = pca(data)
computes the eigenvalues of the covariance
wolffd@0: matrix of the dataset data
and returns them as PCcoeff
. These
wolffd@0: coefficients give the variance of data
along the corresponding
wolffd@0: principal components.
wolffd@0:
wolffd@0: PCcoeff = pca(data, N)
returns the largest N
eigenvalues.
wolffd@0:
wolffd@0:
[PCcoeff, PCvec] = pca(data)
returns the principal components as
wolffd@0: well as the coefficients. This is considerably more computationally
wolffd@0: demanding than just computing the eigenvalues.
wolffd@0:
wolffd@0:
eigdec
, gtminit
, ppca
Copyright (c) Ian T Nabney (1996-9) wolffd@0: wolffd@0: wolffd@0: wolffd@0: