主成分分析和MATLAB应用经典版,推荐.docVIP

function [pc, score, latent, tsquare] = princomp(x); %?? PRINCOMP Principal Component Analysis (centered and scaled data). % [PC, SCORE, LATENT, TSQUARE] = PRINCOMP(X) takes a data matrix X and % returns the principal components in PC, the so-called Z-scores in SCORES, % the eigenvalues of the covariance matrix of X in LATENT, and Hotellings % T-squared statistic for each data point in TSQUARE. % Reference: J. Edward Jackson, A Users Guide to Principal Components % John Wiley Sons, Inc. 1991 pp. 1-25. % B. Jones 3-17-94 % Copyright 1993-2002 The MathWorks, Inc. % $Revision: 2.9 $ $Date: 2002/01/17 21:31:45 $ [m,n] = size(x); % 得到矩阵的规模，m行，n列 r = min(m-1,n); % max possible rank of x % 该矩阵最大的秩不能超过列数， % 也不能超过行数减1 avg = mean(x); % 求每一列的均值，付给一个n维行向量 centerx = (x - avg(ones(m,1),:)); % x的每个元素减去该列的均值， % 使样本点集合重心与坐标原点重合 [U,latent,pc] = svd(centerx./sqrt(m-1),0); % “经济型”的奇异值分解 score = centerx*pc; % 得分矩阵即为原始矩阵乘主成分矩阵 if nargout 3, return; end latent = diag(latent).^2; % 将奇异值矩阵转化为一个向量 if (rN) latent = [latent(1:r); zeros(n-r,1)]; score(:,r+1:end) = 0; end if nargout 4, return; end tmp = sqrt(diag(1./latent(1:r)))*score(:,1:r); tsquare = sum(tmp.*tmp); 主成分分析[Matlab版]function main()%*************主成份分析************%读入文件数据X=load(data.txt); %==========方法1:求标准化后的协差矩阵,再求特征根和特征向量=================%标准化处理[p,n]=size(X);for j=1:n??? mju(j)=mean(X(:,j));??? sigma(j)=sqrt(cov(X(:,j)));endfor i=1:p??? for j=1:n??????? Y(i,j)=(X(i,j)-mju(j))/sigma(j); ??? endendsigmaY=cov(Y);%求X标准化的协差矩阵的特征根和特征向量[T,lambda]=eig(sigmaY); disp(特征根(由小到大):);disp(lambda);disp(特征向量:);disp(T);%方差贡献率;累计方差贡献率Xsum=sum(sum(lambda,2),1);for i=1:n??? fai(i)=lambda(i,i)/Xsum;endfor i=1:n??? psai(i)= sum(sum(lambda(1:i,1:i),2),1)/Xsum;enddisp(方差贡献率:);disp(fai);disp(累计方差贡献率:);disp(psai);%综合评价....略 %+============方法2:求X的相关系数矩阵,再求特征根和特征向量=