Matlab extract main component matrix. Procedure design procedure: 1. Mean value 2. Calculate covariance matrix and its eigenvalues and eigenvectors 3. The number of eigenvalues of the covariance matrix is higher than the threshold value 4. Descending order the eigenvalue 5. Remove the smaller eigenvalues 6. Get rid of the larger eigenvalues (usually without this step) 7. The feature value of the merge selection 8. Select the corresponding eigenvalues and eigenvectors Calculate the albino matrix 10. Extract the main component

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Extraction of the main components.m

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