Classical multidimensional scaling
Y = cmdscale(D)
[Y,e] = cmdscale(D)
Y = cmdscale(D) takes
n distance matrix
and returns an
Y. Rows of
the coordinates of
n points in
space for some
p < n. When
a Euclidean distance matrix, the distances between those points are
p is the dimension
of the smallest space in which the
n points whose
inter-point distances are given by
D can be embedded.
[Y,e] = cmdscale(D) also
returns the eigenvalues of
Euclidean, the first
p elements of
positive, the rest zero. If the first
e are much larger than the remaining
then you can use the first
k columns of
points whose inter-point distances approximate
This can provide a useful dimension reduction for visualization, e.g.,
k = 2.
D need not be a Euclidean distance matrix.
If it is non-Euclidean or a more general dissimilarity matrix, then
some elements of
e are negative, and
the number of positive eigenvalues. In this case, the reduction to
fewer dimensions provides a reasonable approximation to
if the negative elements of
e are small in magnitude.
You can specify
D as either a full dissimilarity
matrix, or in upper triangle vector form such as is output by
A full dissimilarity matrix must be real and symmetric, and have zeros
along the diagonal and positive elements everywhere else. A dissimilarity
matrix in upper triangle form must have real, positive entries. You
can also specify
D as a full similarity matrix,
with ones along the diagonal and all other elements less than one.
a similarity matrix to a dissimilarity matrix in such a way that distances
between the points returned in
Y equal or approximate
To use a different transformation, you must transform the similarities
prior to calling
Generate some points in 4-D space, but close to 3-D space, then reduce them to distances only.
X = [normrnd(0,1,10,3) normrnd(0,.1,10,1)]; D = pdist(X,'euclidean');
Find a configuration with those inter-point distances.
[Y,e] = cmdscale(D); % Four, but fourth one small dim = sum(e > eps^(3/4)) % Poor reconstruction maxerr2 = max(abs(pdist(X)-pdist(Y(:,1:2)))) % Good reconstruction maxerr3 = max(abs(pdist(X)-pdist(Y(:,1:3)))) % Exact reconstruction maxerr4 = max(abs(pdist(X)-pdist(Y))) % D is now non-Euclidean D = pdist(X,'cityblock'); [Y,e] = cmdscale(D); % One is large negative min(e) % Poor reconstruction maxerr = max(abs(pdist(X)-pdist(Y)))
 Seber, G. A. F. Multivariate Observations. Hoboken, NJ: John Wiley & Sons, Inc., 1984.