?? nipals.m
字號:
function [T, W, P, B, Q, a] = nipals(X,y,h)
%-----------------------------------------------------------------
%E0 = X; F0 = y;
[n,m] = size(X);
[E0, F0] = scale(X,y);
%----------------------------------------------------------------
u(:,1) = F0;
W(:,1) = (E0'*u(:,1))/(u(:,1)'*u(:,1));
W(:,1) = W(:,1)/norm(W(:,1));
T(:,1) = (E0*W(:,1));
C(:,1) = (F0'*T(:,1))/(T(:,1)'*T(:,1));
C(:,1) = C(:,1)/norm(C(:,1));
u(:,1) = (F0*C(:,1))/(C(:,1)'*C(:,1));
P(:,1) = (E0'*T(:,1))/(T(:,1)'*T(:,1));
Q(:,1) = (F0'*T(:,1))/(u(:,1)'*u(:,1));
b(1) = (u(:,1)'*u(:,1))/(T(:,1)'*T(:,1));
E(:,:,1) = E0-T(:,1)*P(:,1)';
F(:,1) = F0-b(1)*T(:,1)*Q(:,1)';
for i = 2:h
u(:,i) = F(:,(i-1));
W(:,i) = (E(:,:,(i-1))'*u(:,i))/(u(:,i)'*u(:,i));
W(:,i) = W(:,i)/norm(W(:,i));
T(:,i) = (E(:,:,(i-1))*W(:,i));
C(:,i) = (F(:,i-1)'*T(:,1))/(T(:,i)'*T(:,i));
C(:,i) = C(:,i)/norm(C(:,i));
u(:,i) = (F(:,(i-1))*C(:,i))/(C(:,i)'*C(:,i));
P(:,i) = (E(:,:,(i-1))'*T(:,i))/(T(:,i)'*T(:,i));
Q(:,i) = (F(:,i-1)'*T(:,i))/(u(:,i)'*u(:,i));
b(i) = (u(:,i)'*u(:,i))/(T(:,i)'*T(:,i));
E(:,:,i) = E(:,:,(i-1))-T(:,i)*P(:,i)';
F(:,i) = F(:,(i-1))-b(i)*T(:,i)*Q(:,i)';
end
B = diag(b);
%-------------------------------------------------------------------
Ws(:,1) = W(:,1);
for j = 2:h
w = eye(m);
for k = 1:(j-1)
w = w*(eye(m)-W(:,k)*P(:,k)');
end
Ws(:,j) = w*W(:,j);
end
a = Ws*B*Q';
%--------------------------------------------------------------------
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