PCA (Principial Component Analysis)
- Subtracting the mean of the data from the original dataset
- Finding the covariance matrix of the dataset
- Finding the eigenvector(s) associated with the greatest eigenvalue(s)
- Projecting the original dataset on the eigenvector(s)
- Use only a certain number of the eigenvector(s)
- Do back-project to the original basis vectors
Implementation of
http://www.cs.otago.ac.nz/cosc453/student_tutorials/principal_components.pdf
"A tutorial on Principial Component Analysis"
Cite As
Andreas (2024). PCA (Principial Component Analysis) (https://www.mathworks.com/matlabcentral/fileexchange/26793-pca-principial-component-analysis), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxCategories
- AI and Statistics > Statistics and Machine Learning Toolbox > Dimensionality Reduction and Feature Extraction >
Tags
Acknowledgements
Inspired: EOF
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.