matlab pca降维代码,PCA降维代码

function y = pca(mixedsig)

if nargin == 0

error('You must supply the mixed data as input argument.');

end

if length(size(mixedsig))>2

error('Input data can not have more than two dimensions. ');

end

if any(any(isnan(mixedsig)))

error('Input data contains NaN''s.');

end

%——————————————去均值————————————

meanValue = mean(mixedsig')';

mixedsig = mixedsig - meanValue * ones(1,size(meanValue,2));

[Dim,NumofSampl] = size(mixedsig);

oldDimension = Dim;

fprintf('Number of signals: %d\n',Dim);

fprintf('Number of samples: %d\n',NumofSampl);

fprintf('Calculate PCA...');

firstEig = 1;

lastEig = Dim;

covarianceMatrix = cov(mixedsig',1);    %计算协方差矩阵

[E,D] = eig(covarianceMatrix);          %计算协方差矩阵的特征值和特征向量

%———计算协方差矩阵的特征值大于阈值的个数lastEig———

rankTolerance = 1e-5;

maxLastEig = sum(diag(D)) > rankTolerance;

lastEig = maxLastEig;

%——————————降序排列特征值——————————

eigenvalues = flipud(sort(diag(D)));

%—————————去掉较小的特征值——————————

if lastEig < oldDimension

lowerLimitValue = (eigenvalues(lastEig) + eigenvalues(lastEig + 1))/2;

else

lowerLimitValue = eigenvalues(oldDimension) - 1;

end

lowerColumns = diag(D) > lowerLimitValue;

%—————去掉较大的特征值(一般没有这一步)——————

if firstEig > 1

higherLimitValue = (eigenvalues(firstEig - 1) + eigenvalues(firstEig))/2;

else

higherLimitValue = eigenvalues(1) + 1;

end

higherColumns = diag(D) < higherLimitValue;

%—————————合并选择的特征值——————————

selectedColumns =lowerColumns & higherColumns;

%—————————输出处理的结果信息—————————

fprintf('Selected[ %d ] dimensions.\n',sum(selectedColumns));

fprintf('Smallest remaining (non-zero) eigenvalue[ %g ]\n',eigenvalues(lastEig));

fprintf('Largest remaining (non-zero) eigenvalue[ %g ]\n',eigenvalues(firstEig));

fprintf('Sum of removed eigenvalue[ %g ]\n',sum(diag(D) .* (~selectedColumns)));

%———————选择相应的特征值和特征向量———————

E = selcol(E,selectedColumns);

D = selcol(selcol(D,selectedColumns)',selectedColumns);

%——————————计算白化矩阵———————————

whiteningMatrix = inv(sqrt(D)) * E';

dewhiteningMatrix = E * sqrt(D);

%——————————提取主分量————————————

y = whiteningMatrix * mixedsig;

%——————————行选择子程序———————————

function newMatrix = selcol(oldMatrix,maskVector)

if size(maskVector,1)~ = size(oldMatrix,2)

error('The mask vector and matrix are of uncompatible size.');

end

numTaken = 0;

for i = 1:size(maskVector,1)

if maskVector(i,1) == 1

takingMask(1,numTaken + 1) == i;

numTaken = numTaken + 1;

end

end

newMatrix = oldMatrix(:,takingMask);

用2010版本运行出错

??? Error using ==> pca at 8

You must supply the mixed data as input argument.

该如何修改