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jose vanaclocha

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upv

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Comments and Ratings by jose
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11 May 2011 Principal Component Analysis Efficient, accurate principal component analysis Author: Mark Tygert

Hello.
My name is Jose.
I'm student of UPV in spain.
I need help for implement the PCA and PLS algotithms trhogth SVD method.
If someone can help me....
The only one that i have is this:
% PCA MEDIANTE SVD

% ENTRADAS
% A Matriz de datos

% SALIDAS
% u
% S
% V

% MATRIZ DE DATOS
A = [1 2;3 4]

% CALCULAMOS EL TAMAÑO DE LA MATRIZ
[M,N] = size(A);

% CALCULO DE LA MEDIA
mn = mean(A,2);
B = A - repmat(mn,1,N);

% CONSTRUCCION DE LA MATRIZ Y
stdA=std(A)
Y = stdA/ sqrt(N-1);

% APLICAMOS SVD
[u,S,PC] = svd(Y);

% CALCULAMOS LOS OUTPUTS
S = diag(S);
V = S .* S;

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