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Principal Component Analysis for Large Matrix

version 1.0 (4.3 KB) by

This function will occupy large storage space during running time.



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This function process the original matrix row by row. Firstly compute the mean vector and save it. Then scale the matrix and compute the eigenvector and eigenvalue by matlab function. Finally project the matrix according to the eigensapce.

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MATLAB Release
MATLAB 7.6 (R2008a)

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