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Covariance
The covariance Matrix
0.5
-0.5
-1
-1.5
-1.5 -1 -0.5 0 0.5 1 1.5
r'
ans =
-0.8280
1.7776
-0.9922
-0.2742
-1.6759
datared=(v(:,2)'*[xadj yadj]')' -0.9130
0.0991
v(:,2)‘=0.67787 0.735 1.1446
0.4381
1.2239
(v'*[xadj yadj]')'
Step 1: Get some data
Step 2: Subtract the mean
Step 3: Calculate the covariance matrix
Step 4: Calculate the eigenvectors and eigenvalues
of the covariance matrix
Step 5: Choosing components and forming a
feature vector
Step 6: Deriving the new data set
dataorig=(v'*datatrans')'+[xmean*ones(10,1) ymean*ones(10,1)]
A set of variables that define a projection that encapsulates the
maximum amount of variation in a dataset and is orthogonal (and
therefore uncorrelated) to the previous principal component of the
same dataset.