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nsmaan Singh

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30 Oct 2009 Principal Component Analysis Efficient, accurate principal component analysis Author: Mark Tygert

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

 

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