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May 1, 2019 18:18
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simple K-L transform algorithm implemented in Octave
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| function Y=KLTransform(X, d) | |
| [sampleNum, featureNum] = size(X); | |
| m = mean(X); | |
| for i = 1:sampleNum | |
| X(i,:) = X(i,:) - m; | |
| end | |
| C = cov(X); | |
| [V, D] = eig(C); | |
| S = [diag(D), V]; | |
| S = sortrows(S, -1); | |
| S = S(1:d, 2:end); | |
| Y = (S*X')'; | |
| end |
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