Description of slcovpca

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slcovpca

PURPOSE

SLCOVPCA Trains a PCA with the covariance matrix given

SYNOPSIS

function S = slcovpca(vmean, C, preserve)

DESCRIPTION

SLCOVPCA Trains a PCA with the covariance matrix given

 $ Syntax $
   - S = slcovpca(vmean, C)
   - S = slcovpca(vmean, C, preserve)

 $ Arguments $
   - vmean:    the mean vector
               (set vmean to zero indicates a zero mean vector)
   - C:        the covariance matrix
   - preserve: the scheme of determinaton of the subspace dimension
               default = {'rank'}
   - S:        the struct of PCA model

 $ History $
   - Created by Dahua Lin, on Aug 17, 2006

CROSS-REFERENCE INFORMATION

This function calls:

• slsymeig SLSYMEIG Compute the eigenvalues and eigenvectors for symmetric matrix
• sldim_by_eigval SLDIM_BY_EIGVAL Determines the dimension of principal subspace by eigenvalues

This function is called by:

SOURCE CODE

0001 function S = slcovpca(vmean, C, preserve)
0002 %SLCOVPCA Trains a PCA with the covariance matrix given
0003 %
0004 % $ Syntax $
0005 %   - S = slcovpca(vmean, C)
0006 %   - S = slcovpca(vmean, C, preserve)
0007 %
0008 % $ Arguments $
0009 %   - vmean:    the mean vector
0010 %               (set vmean to zero indicates a zero mean vector)
0011 %   - C:        the covariance matrix
0012 %   - preserve: the scheme of determinaton of the subspace dimension
0013 %               default = {'rank'}
0014 %   - S:        the struct of PCA model
0015 %
0016 % $ History $
0017 %   - Created by Dahua Lin, on Aug 17, 2006
0018 %
0019 
0020 
0021 [evals, evecs] = slsymeig(C);
0022 
0023 evals = max(evals, 0);
0024 if nargin < 3 || isempty(preserve)
0025     k = sldim_by_eigval(evals);
0026 else
0027     k = sldim_by_eigval(evals, preserve{:});
0028 end
0029 
0030 d = size(C, 1);
0031 total_energy = sum(evals);
0032 if k < d
0033     evals = evals(1:k);
0034     evecs = evecs(:, 1:k);
0035     prin_energy = sum(evals);
0036 else
0037     prin_energy = total_energy;
0038 end
0039 
0040 
0041 S.sampledim = d;
0042 S.feadim = k;
0043 S.support = [];
0044 if isequal(vmean, 0)
0045     S.vmean = zeros(d, 1);
0046 else
0047     S.vmean = vmean;
0048 end
0049 S.P = evecs;
0050 S.eigvals = evals;
0051 S.residue = total_energy - prin_energy;
0052 S.energyratio = prin_energy / total_energy;
0053 
0054 
0055 
0056 
0057 
0058

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