Mercurial > hg > machine-learning-hw7
view pca.m @ 3:069653867b3b
Implement PCA
author | Jordi Gutiérrez Hermoso <jordigh@octave.org> |
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date | Tue, 06 Dec 2011 03:22:07 -0500 |
parents | ded78d0b4987 |
children |
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function [U, S] = pca(X) ##PCA Run principal component analysis on the dataset X ## [U, S, X] = pca(X) computes eigenvectors of the covariance matrix of X ## Returns the eigenvectors U, the eigenvalues (on diagonal) in S ## [U, S, ~] = svd (X'*X/rows (X)); endfunction