?? fastica.m
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function [Out1, Out2, Out3] = fastica(mixedsig, varargin)%FASTICA - Fast Independent Component Analysis%% FastICA for Matlab 6.x% Version 2.3, July 27 2004% Copyright (c) Jarmo Hurri, Hugo G鋠ert, Jaakko S鋜el? and Aapo Hyv鋜inen.%% FASTICA(mixedsig) estimates the independent components from given% multidimensional signals. Each row of matrix mixedsig is one% observed signal. FASTICA uses Hyvarinen's fixed-point algorithm,% see http://www.cis.hut.fi/projects/ica/fastica/. Output from the% function depends on the number output arguments:%% [icasig] = FASTICA (mixedsig); the rows of icasig contain the% estimated independent components.%% [icasig, A, W] = FASTICA (mixedsig); outputs the estimated separating% matrix W and the corresponding mixing matrix A.%% [A, W] = FASTICA (mixedsig); gives only the estimated mixing matrix% A and the separating matrix W.%% Some optional arguments induce other output formats, see below.%% A graphical user interface for FASTICA can be launched by the% command FASTICAG%% FASTICA can be called with numerous optional arguments. Optional% arguments are given in parameter pairs, so that first argument is% the name of the parameter and the next argument is the value for% that parameter. Optional parameter pairs can be given in any order.%% OPTIONAL PARAMETERS:%% Parameter name Values and description%%======================================================================% --Basic parameters in fixed-point algorithm:%% 'approach' (string) The decorrelation approach used. Can be% symmetric ('symm'), i.e. estimate all the并行地計算獨立成分% independent component in parallel, or% deflation ('defl'), i.e. estimate independent% component one-by-one like in projection% pursuit.串行地計算獨立成分% Default is 'defl'.%% 'numOfIC' (integer) Number of independent components to% be estimated. Default equals the dimension of% data.需要估計的獨立成分的個數,默認為數據維數%%======================================================================% --Choosing the nonlinearity:%% 'g' (string) Chooses the nonlinearity g used in % the fixed-point algorithm. Possible values:%% Value of 'g': Nonlinearity used:% 'pow3' (default) g(u)=u^3% 'tanh' g(u)=tanh(a1*u)% 'gauss g(u)=u*exp(-a2*u^2/2)% 'skew' g(u)=u^2% % 'finetune' (string) Chooses the nonlinearity g used when % fine-tuning. In addition to same values% as for 'g', the possible value 'finetune' is:% 'off' fine-tuning is disabled.%% 'a1' (number) Parameter a1 used when g='tanh'.% Default is 1.% 'a2' (number) Parameter a2 used when g='gaus'.% Default is 1.%% 'mu' (number) Step size. Default is 1.% If the value of mu is other than 1, then the% program will use the stabilized version of the% algorithm (see also parameter 'stabilization').%%% 'stabilization' (string) Values 'on' or 'off'. Default 'off'. % This parameter controls wether the program uses% the stabilized version of the algorithm or% not. If the stabilization is on, then the value% of mu can momentarily be halved if the program% senses that the algorithm is stuck between two% points (this is called a stroke). Also if there% is no convergence before half of the maximum% number of iterations has been reached then mu% will be halved for the rest of the rounds.% %======================================================================% --Controlling convergence:%% 'epsilon' (number) Stopping criterion. Default is 0.0001.%% 'maxNumIterations' (integer) Maximum number of iterations.% Default is 1000.%% 'maxFinetune' (integer) Maximum number of iterations in % fine-tuning. Default 100.%% 'sampleSize' (number) [0 - 1] Percentage of samples used in% one iteration. Samples are chosen in random.% Default is 1 (all samples).%% 'initGuess' (matrix) Initial guess for A. Default is random.% You can now do a "one more" like this: % [ica, A, W] = fastica(mix, 'numOfIC',3);% [ica2, A2, W2] = fastica(mix, 'initGuess', A, 'numOfIC', 4);%%======================================================================% --Graphics and text output:%% 'verbose' (string) Either 'on' or 'off'. Default is% 'on': report progress of algorithm in text format.%% 'displayMode' (string) Plot running estimates of independent% components: 'signals', 'basis', 'filters' or% 'off'. Default is 'off'.%% 'displayInterval' Number of iterations between plots.% Default is 1 (plot after every iteration).%%======================================================================% --Controlling reduction of dimension and whitening:%% Reduction of dimension is controlled by 'firstEig' and 'lastEig', or% alternatively by 'interactivePCA'. %% 'firstEig' (integer) This and 'lastEig' specify the range for% eigenvalues that are retained, 'firstEig' is% the index of largest eigenvalue to be% retained. Default is 1.%% 'lastEig' (integer) This is the index of the last (smallest)% eigenvalue to be retained. Default equals the% dimension of data.%% 'interactivePCA' (string) Either 'on' or 'off'. When set 'on', the% eigenvalues are shown to the user and the% range can be specified interactively. Default% is 'off'. Can also be set to 'gui'. Then the user% can use the same GUI that's in FASTICAG.%% If you already know the eigenvalue decomposition of the covariance% matrix, you can avoid computing it again by giving it with the% following options:%% 'pcaE' (matrix) Eigenvectors% 'pcaD' (matrix) Eigenvalues%% If you already know the whitened data, you can give it directly to% the algorithm using the following options:%% 'whiteSig' (matrix) Whitened signal% 'whiteMat' (matrix) Whitening matrix% 'dewhiteMat' (matrix) dewhitening matrix%% If values for all the 'whiteSig', 'whiteSig' and 'dewhiteMat' are% suplied, they will be used in computing the ICA. PCA and whitening% are not performed. Though 'mixedsig' is not used in the main% algorithm it still must be entered - some values are still% calculated from it.%% Performing preprocessing only is possible by the option:%% 'only' (string) Compute only PCA i.e. reduction of% dimension ('pca') or only PCA plus whitening% ('white'). Default is 'all': do ICA estimation% as well. This option changes the output% format accordingly. For example: %% [whitesig, WM, DWM] = FASTICA(mixedsig, % 'only', 'white') % returns the whitened signals, the whitening matrix% (WM) and the dewhitening matrix (DWM). (See also% WHITENV.) In FastICA the whitening matrix performs% whitening and the reduction of dimension. Dewhitening% matrix is the pseudoinverse of whitening matrix.% % [E, D] = FASTICA(mixedsig, 'only', 'pca') % returns the eigenvector (E) and diagonal % eigenvalue (D) matrices containing the % selected subspaces. %%======================================================================% EXAMPLES%% [icasig] = FASTICA (mixedsig, 'approach', 'symm', 'g', 'tanh');% Do ICA with tanh nonlinearity and in parallel (like% maximum likelihood estimation for supergaussian data).%% [icasig] = FASTICA (mixedsig, 'lastEig', 10, 'numOfIC', 3);% Reduce dimension to 10, and estimate only 3% independent components.%% [icasig] = FASTICA (mixedsig, 'verbose', 'off', 'displayMode', 'off');% Don't output convergence reports and don't plot% independent components.%%% A graphical user interface for FASTICA can be launched by the% command FASTICAG%% See also FASTICAG% @(#)$Id: fastica.m,v 1.11 2004/07/27 11:46:46 jarmo Exp $%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Check some basic requirements of the dataif nargin == 0, error ('You must supply the mixed data as input argument.');endif length (size (mixedsig)) > 2, error ('Input data can not have more than two dimensions.');endif any (any (isnan (mixedsig))), error ('Input data contains NaN''s.');endif ~isa (mixedsig, 'double') fprintf ('Warning: converting input data into regular (double) precision.\n'); mixedsig = double (mixedsig);end%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Remove the mean and check the data[mixedsig, mixedmean] = remmean(mixedsig);[Dim, NumOfSampl] = size(mixedsig);%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Default values for optional parameters% Allverbose = 'on';% Default values for 'pcamat' parametersfirstEig = 1;lastEig = Dim;interactivePCA = 'off';% Default values for 'fpica' parametersapproach = 'defl';numOfIC = Dim;g = 'pow3';finetune = 'off';a1 = 1;a2 = 1;myy = 1;stabilization = 'off';epsilon = 0.0001;maxNumIterations = 1000;maxFinetune = 5;initState = 'rand';guess = 0;sampleSize = 1;displayMode = 'off';
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