eigensystem.m

通过核来泛化的判别分析（GDA）代码

%Eigen values and vectors of M, sorted by incresing eigen values
function [eVec,eVal]=EigenSystem(m);

% Gaston Baudat & Fatiha Anouar / 21st October 2000 / Exton PA 19341 USA
% Designed under MatLab for Windows version 5.2.0.3084

mSize=length(m);
[mVec,mVal]=eig(m);
dVal=diag(mVal);
[dVal,Index]=sort(dVal);
eVec=zeros(mSize);
for i=1:mSize
   eVec(:,i)=mVec(:,Index(i));
end
eVal=diag(dVal);
tmpVal=eVal;
tmpVec=eVec;
for i=1:mSize
   eVal(i,i)=tmpVal(mSize-i+1,mSize-i+1);
   eVec(:,i)=tmpVec(:,mSize-i+1);
end