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lettergram/PCA.m

Last active August 29, 2015 14:17
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PCA Function
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PCA.m
% Find score matrix for PCA %
% Outputs score between column s and e %
function W = PCA(matrix, s, e)
[U,S,V] = svd(matrix * transpose(matrix));
T = U * sqrt(S);
T = W(:,s:e);
end
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