PCA_in_MATLAB.pdf
上传人:sy****28 上传时间:2024-09-13 格式:PDF 页数:2 大小:24KB 金币:14 举报 版权申诉
预览加载中,请您耐心等待几秒...

PCA_in_MATLAB.pdf

PCA_in_MATLAB.pdf

预览

在线预览结束,喜欢就下载吧,查找使用更方便

14 金币

下载此文档

如果您无法下载资料,请参考说明:

1、部分资料下载需要金币,请确保您的账户上有足够的金币

2、已购买过的文档,再次下载不重复扣费

3、资料包下载后请先用软件解压,在使用对应软件打开

MATLABCODEFORPCAbyJonathonShlens(SalkInstituteforBiologicalSciences)http://www.snl.salk.edu/~shlens/pub/notes/pca.pdfThisfirstversionfollowsSection5(ofabovetutorial)byexaminingthecovarianceofthedataset.function[signals,PC,V]=pca1(data)%PCA1:PerformPCAusingcovariance.%data-MxNmatrixofinputdata%(Mdimensions,Ntrials)%signals-MxNmatrixofprojecteddata%PC-eachcolumnisaPC%V-Mx1matrixofvariances[M,N]=size(data);%subtractoffthemeanforeachdimensionmn=mean(data,2);data=data-repmat(mn,1,N);%calculatethecovariancematrixcovariance=1/(N-1)*data*data’;%findtheeigenvectorsandeigenvalues[PC,V]=eig(covariance);%extractdiagonalofmatrixasvectorV=diag(V);%sortthevariancesindecreasingorder[junk,rindices]=sort(-1*V);V=V(rindices);PC=PC(:,rindices);%projecttheoriginaldatasetsignals=PC’*data;ThissecondversionfollowsSection6computingPCAthroughSVD.function[signals,PC,V]=pca2(data)%PCA2:PerformPCAusingSVD.%data-MxNmatrixofinputdata%(Mdimensions,Ntrials)%signals-MxNmatrixofprojecteddata%PC-eachcolumnisaPC%V-Mx1matrixofvariances[M,N]=size(data);%subtractoffthemeanforeachdimensionmn=mean(data,2);data=data-repmat(mn,1,N);%constructthematrixYY=data’/sqrt(N-1);%SVDdoesitall[u,S,PC]=svd(Y);%calculatethevariancesS=diag(S);V=S.*S;%projecttheoriginaldatasignals=PC’*data;