MATLAB--PCA数据降维实例

%% 读取数据
A=xlsread('Coporation_evaluation.xlsx', 'B2:I16');

% Transfer orginal data to standard data
a=size(A,1);   % Get the row number of A
b=size(A,2);   % Get the column number of A
for i=1:b
    SA(:,i)=(A(:,i)-mean(A(:,i)))/std(A(:,i));  % Matrix normalization
end

% Calculate correlation matrix of A.
CM=corrcoef(SA);

% Calculate eigenvectors and eigenvalues of correlation matrix.
[V, D]=eig(CM);

% Get the eigenvalue sequence according to descending and the corrosponding