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经典PCA算法详细流程

于 2022-09-19 发布 文件大小:1.59 kB
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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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