参考用书:
本文是在学习此书Chapter4时,跑的实验。
4.1.4 Fisher‘s Linear Discriminate
function [w y1 y2 Jw] = FisherLinearDiscriminat(data, label)
% FLD Fisher Linear Discriminant.
% data : D*N data
% label : {+1,-1}
% Reference:M.Bishop Pattern Recognition and Machine Learning p186-p189
% compute means and scatter matrix
%-------------------------------
inx1 = find( label == 1);
inx2 = find( label == -1);
n1 = length(inx1);
n2 = length(inx2);
m1 = mean(data(:,inx1),2);
m2 = mean(data(:,inx2),2);
S1 = (data(:,i