pcacov
Perform principal component analysis on the NxN covariance matrix X.
Source Code: pcacov
X = [ 7 26 6 60;
1 29 15 52;
11 56 8 20;
11 31 8 47;
7 52 6 33;
11 55 9 22;
3 71 17 6;
1 31 22 44;
2 54 18 22;
21 47 4 26;
1 40 23 34;
11 66 9 12;
10 68 8 12
];
covx = cov(X);
[COEFF,latent,explained] = pcacov(covx)
COEFF =
-0.067800 0.646018 -0.567315 0.506180
-0.678516 0.019993 0.543969 0.493268
0.029021 -0.755310 -0.403553 0.515567
0.730874 0.108480 0.468398 0.484416
latent =
517.7969
67.4964
12.4054
0.2372
explained =
8.6597e+01
1.1288e+01
2.0747e+00
3.9662e-02
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