Function to perform Principle Component Analysis over a set of training

vectors passed as a concatenated matrix.



Usage:- [V,D,M] = pca(X,n)

[V,D] = pca(X,aM,n)



where:-

<input>

X = concatenated set of column vectors

aM = assume that the mean is aM

n = number of principal components to extract (optional)

<output>

V = ensemble of column eigen-vectors

D = vector of eigen-values

M = mean of X (optional)

-　Function to perform Principle Component Analysis over a set of training

　vectors passed as a concatenated matrix.



　Usage:- [V,D,M] = pca(X,n)

　　　　　[V,D] = pca(X,aM,n)



　where:-

　　　　 <input>

　　　　 X = concatenated set of column vectors

　　　　 aM = assume that the mean is aM

　　　　 n = number of principal components to extract (optional)

　　　　 <output>

　　　　 V = ensemble of column eigen-vectors

　　　　 D = vector of eigen-values

　　　　 M = mean of X (optional)