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MachineLearningCoursera/machine-learning-ex7/ex7/pca.m
julien Lengrand-Lambert 6f196fc653 Start Week 8 assignment
2015-12-24 12:44:39 +01:00

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811 B
Matlab

function [U, S] = pca(X)
%PCA Run principal component analysis on the dataset X
% [U, S, X] = pca(X) computes eigenvectors of the covariance matrix of X
% Returns the eigenvectors U, the eigenvalues (on diagonal) in S
%
% Useful values
[m, n] = size(X);
% You need to return the following variables correctly.
U = zeros(n);
S = zeros(n);
% ====================== YOUR CODE HERE ======================
% Instructions: You should first compute the covariance matrix. Then, you
% should use the "svd" function to compute the eigenvectors
% and eigenvalues of the covariance matrix.
%
% Note: When computing the covariance matrix, remember to divide by m (the
% number of examples).
%
% =========================================================================
end