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Data matrix whitening

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06 Jan 2012 (Updated )

A simple function to whiten a data matrix (makes the covariance matrix the identity matrix).

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Description

Computes the ZCA whitening of a data matrix and returns the whitened data and whitening/dewhitening transformation matrices.

MATLAB release MATLAB 7.12 (R2011a)
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Comments and Ratings (1)
28 May 2012 sakura yen  
Updates
08 Jan 2012 1.1

Removed redundant code

08 Jan 2012 1.2

Revised typo on last upload

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