Mercurial > hg > camir-ismir2012
diff toolboxes/FullBNT-1.0.7/netlab3.3/pca.m @ 0:cc4b1211e677 tip
initial commit to HG from
Changeset:
646 (e263d8a21543) added further path and more save "camirversion.m"
author | Daniel Wolff |
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date | Fri, 19 Aug 2016 13:07:06 +0200 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolboxes/FullBNT-1.0.7/netlab3.3/pca.m Fri Aug 19 13:07:06 2016 +0200 @@ -0,0 +1,42 @@ +function [PCcoeff, PCvec] = pca(data, N) +%PCA Principal Components Analysis +% +% Description +% PCCOEFF = PCA(DATA) computes the eigenvalues of the covariance +% matrix of the dataset DATA and returns them as PCCOEFF. These +% coefficients give the variance of DATA along the corresponding +% principal components. +% +% PCCOEFF = PCA(DATA, N) returns the largest N eigenvalues. +% +% [PCCOEFF, PCVEC] = PCA(DATA) returns the principal components as well +% as the coefficients. This is considerably more computationally +% demanding than just computing the eigenvalues. +% +% See also +% EIGDEC, GTMINIT, PPCA +% + +% Copyright (c) Ian T Nabney (1996-2001) + +if nargin == 1 + N = size(data, 2); +end + +if nargout == 1 + evals_only = logical(1); +else + evals_only = logical(0); +end + +if N ~= round(N) | N < 1 | N > size(data, 2) + error('Number of PCs must be integer, >0, < dim'); +end + +% Find the sorted eigenvalues of the data covariance matrix +if evals_only + PCcoeff = eigdec(cov(data), N); +else + [PCcoeff, PCvec] = eigdec(cov(data), N); +end +