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annotate pca.m @ 6:6d94b2bafcd1 default tip

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Replace complicated memory-intensive operation with a faster loop
author Jordi Gutiérrez Hermoso <jordigh@octave.org>
date Tue, 06 Dec 2011 11:49:32 -0500 (2011-12-06)
parents 069653867b3b
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Jordi Gutiérrez Hermoso <jordigh@octave.org>
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1 function [U, S] = pca(X)
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069653867b3b Implement PCA
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2 ##PCA Run principal component analysis on the dataset X
069653867b3b Implement PCA
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3 ## [U, S, X] = pca(X) computes eigenvectors of the covariance matrix of X
069653867b3b Implement PCA
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4 ## Returns the eigenvectors U, the eigenvalues (on diagonal) in S
069653867b3b Implement PCA
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5 ##
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7 [U, S, ~] = svd (X'*X/rows (X));
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9 endfunction