Skip to content
Snippets Groups Projects
Select Git revision
  • 39f96b244b1bcca46b963ee6969935e2839fc5af
  • master default protected
  • mattias
  • sobolfast
4 results

PCA.jl

Blame
  • PCA.jl 195 B
    """ Performs PCA   PCA(W)"""
    function PCA(W)
        W0 = mean(W,1);
        W = W-repmat(W0,size(W,1),1);
        (score,latent,C) = svd(W)
        score = score*diagm(latent)
        C,score,latent,W0
    end