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