function model = pca(X,arg1)% PCA Principal Component Analysis.%% Synopsis:%  model = pca(X)%  model = pca(X,new_dim)%  model = pca(X,var)%% Description:%  It computes Principal Component Analysis, i.e., the%  linear transform which makes data uncorrelated and%  minize the reconstruction error.%%  model = pca(X,new_dim) use to specify explicitely output%   dimesnion where new_dim >= 1.%%  model = pca(X,var) use to specify a portion of discarded%   variance in data where 0 <= var < 1. The new_dim is %   selected be as small as possbile and to satisfy %     var >= MsErr(new_dim)/MaxMsErr %   %   where MaxMsErr = sum(sum(X.^2)). %% Input:%  X [dim x num_data] training data stored as columns.%%  new_dim [1x1] Output dimension; new_dim > 1 (default new_dim = dim);%  var [1x1] Portion of discarded variance in data.%% Ouputs:%  model [struct] Linear projection:%   .W [dim x new_dim] Projection matrix.%   .b [new_dim x 1] Bias.%  %   .eigval [dim x 1] eigenvalues.%   .mse [real] Mean square representation error.%   .MsErr [dim x 1] Mean-square errors with respect to number %     of basis vectors; mse=MsErr(new_dim).%   .mean_X [dim x 1] mean of training data.%% Example:%  in_data = load('iris');%  model = pca(in_data.X, 2)%  out_data = linproj(in_data,model);%  figure; ppatterns(out_data);%% See also %  LINPROJ, PCAREC, KPCA.%% About: Statistical Pattern Recognition Toolbox% (C) 1999-2003, Written by Vojtech Franc and Vaclav Hlavac% <a href="http://www.cvut.cz">Czech Technical University Prague</a>% <a href="http://www.feld.cvut.cz">Faculty of Electrical Engineering</a>% <a href="http://cmp.felk.cvut.cz">Center for Machine Perception</a>% Modifications:% 20-may-2004, VF% 20-june-2003, VF% 21-jan-03, VF% 20-jan-03, VF% 16-Jan-2003, VF, new comments.% 26-jun-2002, VF% get dimensions[dim,num_data]=size(X);% process input argumentsif nargin < 2, arg1 = 0; end% centering datamean_X = mean( X' )';X=X-mean_X*ones(1,num_data);% covarianceS = X*X';% eigenvalue decomposition[U,D,V]=svd(S);model.eigval=diag(D)/num_data;sum_eig = triu(ones(dim,dim),1)*model.eigval;model.MsErr = sum_eig;% decide about the new_dimensionif arg1 >= 1,  new_dim = arg1;   % new_dim enterd explicitelyelse  inx = find( sum_eig/sum(model.eigval) <= arg1);  if isempty(inx), new_dim = dim; else new_dim = inx(1); end  model.var = arg1;end% take new_dim most important eigenvectorsmodel.W=V(:,1:new_dim);% compute data translationmodel.b = -model.W'*mean_X;model.new_dim = new_dim;model.mean_X = mean_X;model.mse = model.MsErr(new_dim);model.fun = 'linproj';return;