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programming:matlab:datamining:pca
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PCA - Principle Components Analyses
close all;
clear all;
clc;
% VARIABLES
vars = 2;
samples = 20;
nComponents = 2;
% 1) Normalize data
data=rand(vars,samples);
% 2) Remove mean
MeanMatrix = repmat(mean(data,2),1,size(data,2));
data=data-MeanMatrix;
% 3) Calculate covariance matrix
CovMatrix = cov(data');
% 3) Calculate eigenvectors and eigenvalues of the covariance matrix
[FeatureMatrix, EvalueMatrix] = eig(CovMatrix);
Evalues = diag(EvalueMatrix)
% 4) Order by eige…