Data matrix whitening

A simple function to whiten a data matrix (makes the covariance matrix the identity matrix).
2.9K Downloads
Updated 8 Jan 2012

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

Cite As

Colorado Reed (2024). Data matrix whitening (https://www.mathworks.com/matlabcentral/fileexchange/34471-data-matrix-whitening), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.2.0.0

Revised typo on last upload

1.1.0.0

Removed redundant code

1.0.0.0