ppca.rar

Upload User: wrl7718
Upload Date: 2014-11-07
Package size: 1k
Downloads: 106
Category: Algorithm
Development Platform: matlab
Detail: Probabilistic Principal Components Analysis. [VAR, U, LAMBDA] = PPCA (X, PPCA_DIM) computes the principal component subspace U of dimension PPCA_DIM using a centred covariancematrix X. The variable VAR contains the off-subspace variance (whichis assumed to be spherical ), while the vector LAMBDA contains thevariances of each of the principal components. This is computedusing the eigenvalue and eigenvector decomposition of X.
    
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