[机器学习] PCA matlab代码

clear; clc;

% data are stored as rows.
points = [1.4000 1.55000;
    3.0000 3.2000;
    0.6000 0.7000;
    2.2000 2.3000;
    1.8000 2.1000;
    2.0000 1.6000;
    1.0000 1.1000;
    2.5000 2.4000;
    1.5000 1.6000;
    1.2000 0.8000;
    2.1000 2.5000];

figure(1)
plot(points(: ,1), points(: ,2), 'b+');     hold on;
axis([-1, 4, -1, 4])
title('original data')

[rows, cols] = size(points);

% calculate the average of each row.
meanPoints = mean(points);

% subtract the mean.
points = points - ones(rows, 1) * meanPoints;

% calculate the covariance matrix.
covMatrix = cov(points);

% get the eigenvalues and eigenvectors of the covariance matrix.
[E D] = eig(covMatrix)

line([0, E(2) * 4], [0, E(4) * 4])
line([0, E(1) * 4], [0, E(3) * 4])

结果：