matlab的lda函数,关于LDA的几何表示——MATLAB实现

承接这个PCA的练习，还有一个关于LDA的几何表示。

题目如下:

代码实现LDA如下：LDA.m

clear

clc

% 生成training sample

MU1 = [6 10]';

MU2 = [6 20]';

SIGMA1 = [2 4; 4 9];

SIGMA2 = [2 4; 4 9];

M1 = mvnrnd(MU1,SIGMA1,1000);

M2 = mvnrnd(MU2,SIGMA2,1000);

M = [M1;M2];

m0 = mean(M);

m1 = mean(M1);

m2 = mean(M2);

%between-class scatter matrix-->SB

SB = (length(M1)/length(M)).*(m1-m0)'*(m1-m0)+(length(M2)/length(M)).*(m2-m0)'*(m2-m0);

%within-class scatter matrix -->SW

WM = [0 0; 0 0];

m = [m1;m2];

for(i=1:2)

for (j=(i-1)*1000+1:i*1000)

WM