ReighleyQuotient(A,​B,ORDER,ORTH)

Version 1.0.0.0 (915 Bytes) by jing wang
Reighley quotient
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Updated 21 Mar 2018

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find eigenvalue S, and corresponding eigenvector X, using Reighley quotient R(A,B)= x'Ax/x'Bx = X' S X / X'X
Example:
A = (x1 - x2)' * ( x1 - x2); % L2 normal, x's dimension is nxp, n = number of observations, p = dimensionality.
B = cov([x1; x2]);
[S,X] = ReighleyQuotient(A,B,'min',1)

Cite As

jing wang (2024). ReighleyQuotient(A,B,ORDER,ORTH) (https://www.mathworks.com/matlabcentral/fileexchange/66547-reighleyquotient-a-b-order-orth), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2016b
Compatible with any release
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1.0.0.0

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