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PCA降维代码---MATLAB

于 2022-04-01 发布 文件大小:1.41 kB
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代码说明:

可用于M*N大数据降维,里面步骤很清新哦···程序说明:y = pca(mixedsig),程序中mixedsig为 n*T 阶混合数据矩阵,n为信号个数,T为采样点数, y为 m*T 阶主分量矩阵。程序设计步骤:1、取均值2、计算协方差矩阵及其特征值和特征向量3、计算协方差矩阵的特征值大于阈值的个数4、降序排列特征值5、去掉较小的特征值6、去掉较大的特征值(一般没有这一步)7、合并选择的特征值8、选择相应的特征值和特征向量9、计算白化矩阵10、提取主分量

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