[CV] within-class and between-class covariance matrix

discriminativecov.m

function [withincovar, betweencovar]  = discriminativecov(X, ids)

arr_ids = int16(ids);
dim = size(X, 2);
num_pts = size(X, 1);
num_class = size(unique(arr_ids), 1);

arr_ids_sets = cell(num_class,1);
arr_ids_count = zeros(num_class,1);
for i = 1:num_class
    arr_ids_sets{i} = find(arr_ids == i);
    arr_ids_count(i) = length(arr_ids_sets{i});
end

%% Mean of each class
arr_mean = zeros(num_class, dim);
for i = 1:num_class
    arr_mean(i,:) = mean(X(arr_ids_sets{i},:));
end

%% Mean overall 
overall_mean = mean(X);

%% Between class covariance matrix
betweencovar = zeros(dim, dim);
for i=1:num_class
    diff = arr_mean(i,:) - overall_mean;
    betweencovar = betweencovar + arr_ids_count(i) * diff'*diff;
end
betweencovar = betweencovar ./ (num_pts - 1);

withincovar = zeros(dim, dim);
for i=1:num_class
    normalized_class = bsxfun(@minus, X(arr_ids_sets{i},:), arr_mean(i,:));
    withincovar = withincovar + normalized_class'*normalized_class;
end
withincovar = withincovar ./ (num_pts - 1);

end