chenmh_pi.m

Frequently used algorithms for numerical analysis and signal processing

function index = Chenmh_PI(V_all,U);
T = length(V_all);
[p,r] = size(V_all{1});
index = zeros(T,1);
for i = 1:T
    V = V_all{i};
    index(i) = trace(V'*U(:,r+1:end)*U(:,r+1:end)'*V)/...
               trace(V'*U(:,1:r)*U(:,1:r)'*V);
end