gtm_pca

Calculates the principal components of a data set.

The principal components equals the eigenvectors of the covariance matrix of the data..

Synopsis

[eVts, eVls] = gtm_pca(T)

Arguments

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

Return

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


The GTM Toolbox: Contents