function?[Wmodel]=csp（data1data2）
trial_1=size（data13）;
trial_2=size（data23）;
sample1=size（data11）;
sample2=size（data21）;
r_1=zeros（size（data12））;
r_2=r_1;
for?ii=1:trial_1;
????r_1=r_1+data1（::ii）‘*data1（::ii）/sample1;
end
for?ii=1:trial_2;
????r_2=r_2+data2（::ii）‘*data2（::ii）/sample2;
end
r_1=r_1/trial_1;
r_2=r_2/trial_2;
R=r_1+r_2;
R=（R+R‘）/2;
[UD]=svd（R）;W1=U*diag（diag（D）.^（-1/2））;
S1=W1‘*r_1*W1;
[V1D1]=svd（（S1+S1‘）/2）;
V1=real（V1）;D1=real（D1）;
[ZI]=sort（diag（D1））;
V1=V1（:I）;
%D1=D1（:I）;
w=V1（:[1:3?end-2:end]）;
W=W1*w;
p_1=zeros（size（W2）trial_1）;
p_2=zeros（size（W2）trial_2）;
for?ii=1:trial_1;
????p_1（:ii）=diag（（data1（::ii）*W）‘*data1（::ii）*W）/sample1;
end
for?ii=1:trial_2;
????p_2（:ii）=diag（（data2（::ii）*W）‘*data2（::ii）*W）/sample2;
end
data=[p_1?p_2];
classlabel=[ones（1trial_1