Description: PCA algorithm program realization by matlab code design steps include: 1, 2 to the mean, covariance matrix and its eigenvalues and eigenvectors qZHBpQ 3, calculate the covariance matrix of eigenvalues greater than the number of threshold values, and only 4 ixDqskB, in descending order eigenvalues, compiled by achieving high performance.
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sugxrhmi.m