Calculates the principal components of a data set.
The principal components equals the eigenvectors of the covariance matrix of the data..
[eVts, eVls] = gtm_pca(T)
T
- the data set for which the principal components are to be calculated. Every row is assumed
to be a data point; N-by-D
eVts
- an D-by-D matrix in which each column is a unit length eigenvector of the covariance matrix
of the data, sorted in descending order w.r.t. the corresponding eigenvalues
eVls
- a D-dimensional vector holding the eigen- values of the covariance matrix of the data, sorted
in descending order