function [disc_set,disc_value,Mean_Feature]=GPCA(Train_SET,Eigen_NUM)
% the magnitude of eigenvalues of this function is corrected right !!!!!!!!!
% Centralized PCA
[NN,Train_NUM]=size(Train_SET);
if NN<=Train_NUM % for small sample size case
Mean_Feature=mean(Train_SET,2);
Train_SET=Train_SET-Mean_Feature*ones(1,Train_NUM);
R=Train_SET*Train_SET'/(Train_NUM-1);
size(R);
[V,S]=Find_K_Max_Eigen(R,Eigen_NUM);
disc_value=S;
disc_set=V;
else % for small sample size case
Mean_Feature=mean(Train_SET,2);
Train_SET=Train_SET-Mean_Feature*ones(1,Train_NUM);
R=Train_SET'*Train_SET/(Train_NUM-1);
[V,S]=Find_K_Max_Eigen(R,Eigen_NUM);
disc_value=S;
disc_set=zeros(NN,Eigen_NUM);
Train_SET=Train_SET/sqrt(Train_NUM-1);
for k=1:Eigen_NUM
disc_set(:,k)=(1/sqrt(disc_value(k)))*Train_SET*V(:,k);
end
end
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function [Eigen_Vector,Eigen_Value]=Find_K_Max_Eigen(Matrix,Eigen_NUM)
[NN,NN]=size(Matrix);
[V,S]=eig(Matrix); %Note this is equivalent to; [V,S]=eig(St,SL); also equivalent to [V,S]=eig(Sn,St); %
S=diag(S);
[S,index]=sort(S);
Eigen_Vector=zeros(NN,Eigen_NUM);
Eigen_Value=zeros(1,Eigen_NUM);
p=NN;
for t=1:Eigen_NUM
Eigen_Vector(:,t)=V(:,index(p));
Eigen_Value(t)=S(p);
p=p-1;
end
% the magnitude of eigenvalues of this function is corrected right !!!!!!!!!
% Centralized PCA
[NN,Train_NUM]=size(Train_SET);
if NN<=Train_NUM % for small sample size case
Mean_Feature=mean(Train_SET,2);
Train_SET=Train_SET-Mean_Feature*ones(1,Train_NUM);
R=Train_SET*Train_SET'/(Train_NUM-1);
size(R);
[V,S]=Find_K_Max_Eigen(R,Eigen_NUM);
disc_value=S;
disc_set=V;
else % for small sample size case
Mean_Feature=mean(Train_SET,2);
Train_SET=Train_SET-Mean_Feature*ones(1,Train_NUM);
R=Train_SET'*Train_SET/(Train_NUM-1);
[V,S]=Find_K_Max_Eigen(R,Eigen_NUM);
disc_value=S;
disc_set=zeros(NN,Eigen_NUM);
Train_SET=Train_SET/sqrt(Train_NUM-1);
for k=1:Eigen_NUM
disc_set(:,k)=(1/sqrt(disc_value(k)))*Train_SET*V(:,k);
end
end
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function [Eigen_Vector,Eigen_Value]=Find_K_Max_Eigen(Matrix,Eigen_NUM)
[NN,NN]=size(Matrix);
[V,S]=eig(Matrix); %Note this is equivalent to; [V,S]=eig(St,SL); also equivalent to [V,S]=eig(Sn,St); %
S=diag(S);
[S,index]=sort(S);
Eigen_Vector=zeros(NN,Eigen_NUM);
Eigen_Value=zeros(1,Eigen_NUM);
p=NN;
for t=1:Eigen_NUM
Eigen_Vector(:,t)=V(:,index(p));
Eigen_Value(t)=S(p);
p=p-1;
end