Hello, This is the first time I am trying to use matlab. Since I only have fairly small job to do I am not trying to delve too deep. I have a 5000x5000 matrix like this (just a part...n=till 5000)
1.0 0.2 0.3 0.1.........n
0.2 1.0 0.1 0.3.........n
0.3 0.1 1.0 0.2..........n
... ... ... ...
n n n n
I have been using SpotFire so far for PCA analysis, but this matrix is too huge for its memory, hence trying matlab.
Any help on how i can decompose it into 3 PC's would be greatly appreciated.
Thank you