Principal components analysis (alternative to princomp). A simple linear dimensionality reduction technique. Use to create an orthonormal basis for the points in R^d such that the coordinates of a vector x in this basis are of decreasing importance. Instead of using all d basis vectors to specify the location of x, using only the first k<d still gives a vector xhat that is close to x. This function operates on arrays of arbitrary dimension, by first converting the arrays to vectors. If X is m+1 dimensional, say of size [d1 x d2 x...x dm x n], then the first m dimensions of X are combined. X is flattened to be 2 dimensional: [dxn], with d=prod(di). Once X is converted to 2 dimensions of size dxn, each column represents a single observation, and each row is a different variable. Note that this is the opposite of many matlab functions such as princomp. If X is MxNxn, then X(:,:,i) represents the ith observation (useful for stack of n images), likewise for n videos X is MxNxKxn. If X is very large, it is sampled before running PCA. Use this function to retrieve the basis U. Use pcaApply to retrieve that basis coefficients for a novel vector x. Use pcaVisualize(X,...) for visualization of approximated X. To calculate residuals: residuals = cumsum(vars/sum(vars)); plot(residuals,'-.') USAGE [U,mu,vars] = pca( X ) INPUTS X - [d1 x ... x dm x n], treated as n [d1 x ... x dm] elements OUTPUTS U - [d x r], d=prod(di), each column is a principal component mu - [d1 x ... x dm] mean of X vars - sorted eigenvalues corresponding to eigenvectors in U EXAMPLE load pcaData; [U,mu,vars] = pca( I3D1(:,:,1:12) ); [Y,Xhat,avsq] = pcaApply( I3D1(:,:,1), U, mu, 5 ); pcaVisualize( U, mu, vars, I3D1, 13, [0:12], [], 1 ); Xr = pcaRandVec( U, mu, vars, 1, 25, 0, 3 ); See also princomp, pcaApply, pcaVisualize, pcaRandVec, visualizeData Piotr's Computer Vision Matlab Toolbox Version 3.24 Copyright 2014 Piotr Dollar. [pdollar-at-gmail.com] Licensed under the Simplified BSD License [see external/bsd.txt]