資源簡介
PCA（主成分分析）算法，主要用于數(shù)據(jù)降維，保留了數(shù)據(jù)集中對方差貢獻最大的若干個特征來達到簡化數(shù)據(jù)集的目的。
實現(xiàn)數(shù)據(jù)降維的步驟：
1、將原始數(shù)據(jù)中的每一個樣本用向量表示，把所有樣本組合起來構(gòu)成一個矩陣，通常需對樣本矩陣進行處理，得到中性化樣本矩陣
2、求樣本矩陣的協(xié)方差矩陣
3、求協(xié)方差矩陣的特征值和特征向量
4、將求出的特征向量按照特征值的大小進行組合形成一個映射矩陣。并根據(jù)指定的PCA保留的特征個數(shù)取出映射矩陣的前n行或者前n列作為最終的映射矩陣。
5、用映射矩陣對數(shù)據(jù)進行映射，達到數(shù)據(jù)降維的目的。
代碼片段和文件信息
%原始數(shù)據(jù)集data0[]159×6.
data0=[0.05 61 65 1.15 2.5 7.7625;
0.3 60 62.5 1.1 2.4 6.8625;
0.2 59 62.5 0.9 1.7 9.5625;
0.3 63 66 0.9 1.6 7.65;
0.2 62.5 65 0.8 ?2 7.65;
0.3 60 64 1 1.55 8.4375;
0.1 59 64 1.1 2 8.6625;
0.05 62.5 65 0.9 ?2.1 6.4125;
0.1 58.5 63 1 2.1 8.4375;
0.15 62 63 1.05 2.1 7.4250;
0.05 58.5 63 1.2 ?2.1 7.9875;
0.05 62.5 63.5 1.05 2.1 7.200;
0.15 59 63.5 0.9 1.6 8.2125;
0.05 61 65 1 1.75 6.8625;
0.35 60 63 1.2 2.65 7.875;
0.25 60 64 1 1.85 7.0875;
0.1 ?58.5 62.5 0.85 1.9 8.4375;
0.15 59 63.5 0.9 1.85 7.2000;
0.1 61 64 0.9 1.85 7.7625;
0.15 56.5 63 0.95 1.8 8.325;
0.2 62 63 1 2.2 10.0125;
%12月份
0.35 58 62.5 1.05 1.9 7.3125;
0.4 58 62.5 1.05 2.2 7.5375;
0.05 59 65 1.1 ?2 8.2075;
0.35 60 65 1 1.75 8.1;
0.25 55.5 63.5 1.2 ?2.5 9.7875;
0.05 59.5 63 1.2 ?2.1 8.2125;
0.45 59.8 63 0.8 ?1.8 7.875;
0.8 ?60 64.5 0.8 1.65 7.425;
0.1 61 64.8 0.9 1.7 8.55;
0.3 57.5 62.5 1.05 2.35 9.5625;
0.2 60.5 62.5 1 2.75 7.0875;
0.2 58 63 1.1 2.15 7.2;
0.9 58 62 0.9 2 7.3125;
0.3 60.5 65 1.1 2.15 6.975;
0.15 58.5 62 1 2.1 7.0875;
0.2 60 63 1.15 2.5 7.2;
0.25 60 64 1.05 1.65 6.4125;
0.15 57 64 0.95 2.65 7.2;
0.1 58.5 64 1.2 2.4 7.2;
0.15 60.5 64 0.9 2.1 7.425;
0.15 60 63 1 2.6 6.975;
0.25 60.5 64 1.1 2.1 7.2;
0.1 60.5 64 1.1 1.9 6.8625;
0.15 60.5 61 0.85 1.6 5.0625;
0.1 60 62.5 1 2.15 5.2875;
0.2 55 62.5 0.95 2.1 9.45;
0.95 57.5 61.5 1.1 1.8 6.6375;
0.5 58 61 0.8 1.9 6.4125;
0.3 57.5 62.5 0.75 1.7 6.525;
0.15 59.5 62.5 1 2 6.75;
%2003年1月份
0.35 59 64.5 0.95 1.95 7.9875;
0.1 60.5 65 1.05 1.8 7.9875;
0.35 60 64.5 0.85 1.8 8.4375;
0.1 58.5 64 1.05 2.05 8.55;
0.15 61 64 0.9 1.9 7.875;
0.05 59 65 0.9 1.7 7.9875;
0.25 59 64 1.2 2.1 8.4375;
0.2 61 63.5 0.85 1.5 7.2;
0.25 59.5 63.5 0.7 1.55 7.5375;
0.2 58 62 1.05 1.7 7.3125;
0.15 60 65 0.95 1.9 8.4375;
0.05 61.5 65 0.75 1.7 7.425;
0.35 59 64 0.9 1.6 8.1;
0.1 59 63 1 1.9 7.9875;
0.15 61 65 1.2 1.9? 6.525;
0.25 60.5 66.5 1.05 1.5 8.2125;
0.1 62 65 1 1.8 6.975;
0.15 59 62 1 2.15 7.875;
0.15 60 65 1 2 7.425;
0.05 61.5 63.5 0.7 1.9 7.5375;
0.05 60 66 1 2.45 8.775;
0.05 56.5 65 1.05 2.15 8.1;
0.05 60.5 65 1.1 1.95 7.0875;
1 60 61.5 1.3 2.65 7.3125;
1.95 57 61 1.1 2.35 8.1;
0.75 59 62.5 1.1 2.2 8.6625;
0.1 59.5 66.5 1.8 3.2 7.65;
1.15 59 61.5 1.55 2.5 6.6375;
1.25 56 61 1.2 2.1 7.5375;
0.5 59 64 1.2 2.5 7.2;
1.45 60 62.5 1.6 3.4 4.3875;
0.05 58.5 63 1.5 3.3 9.45;
0.15 59 62.5 1 2.2 6.6375;
0.05 57.5 62.5 1.8 3.6 7.9875;
0.2 57.5 62.5 1.9 3.6 8.4375;
1.4 56 63.5 1.3 2.1 5.9625;
0.05 56 65 2.05 3.8 7.3125;
0.1 55 63 1.9 3.7 7.7825;
0.5 61 65 1.35 2.8 6.8625;
0.65 57 63.5 1.5 2.3 7.65;
0.15 55.5 61.5 1.8 3.5 7.5375;
0.25 56 63 1.95 3.1 8.325;
0.1 58.5 65 1.5 3.15 7.0875;
0.65 58.5 64 1.4 2.8 6.975;
0.05 59.5 66 1.5 3.1 9.45;
0.35 60.5 66.5 0.9 ?2.3?8.4375;
%12??月份?
0.25 58.5 65 1.2 2.4 7.2;
0.8 61 63.5 0.95 1.95 6.8625;
0.95 55.5 65.5 1.6?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
????I.A....??????4978??2008-06-13?06:43??PCAFisher\erepca.asv
????I.A....??????4847??2008-06-13?06:47??PCAFisher\erepca.m
????I.A....??????2532??2008-06-12?11:19??PCAFisher\KLFDA.m
????I.A....???????199??2008-06-12?11:19??PCAFisher\Kmatrix_Gauss.m
????I.A....??????2431??2008-06-12?11:19??PCAFisher\LFDA.m
????I.A....?????12779??2008-06-12?11:27??PCAFisher\lssvm_demo.m
????I.A....?????18907??2009-04-01?06:06??PCAFisher\original_data.eps
????I.A....??????4377??2008-06-13?06:34??PCAFisher\PCAFisher.asv
????I.A....??????4377??2008-06-13?06:38??PCAFisher\PCAFisher.m
????I.A....???????673??2006-03-28?16:31??PCAFisher\PCAThrd.m
????I.A....?????12696??2009-04-01?06:06??PCAFisher\projected_data.eps
????I.A....???????834??2008-06-20?19:45??PCAFisher\test_KLFDA.m
????I.A....??????1366??2008-06-12?11:19??PCAFisher\test_LFDA.m
????I.A....??????1069??2006-03-22?18:04??PCAFisher\XStd.m
????I..D...?????????0??2009-04-01?09:18??PCAFisher
-----------?---------??----------?-----??----
????????????????72065????????????????????15
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