pca

Purpose

Principal Components Analysis

Synopsis 

PCcoeff = pca(data)
PCcoeff = pca(data, N)
[PCcoeff, PCvec] = pca(data)

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
Pages: Index

Copyright (c) Ian T Nabney (1996-9)