view pca.m @ 3:069653867b3b

Implement PCA
author Jordi Gutiérrez Hermoso <jordigh@octave.org>
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