chenmh_nngha.m

Frequently used algorithms for numerical analysis and signal processing

function W = Chenmh_NNGHA(x,r,yita,iter_time)
%  Chen minhua, 2006.02.10.
%  Generalized Hebbian Algorithm(GHA).

[p,T] = size(x); 
W = eye(p); W = W(:,1:r);
for iter = 1:iter_time
    x_p = x(:,randperm(T));
    for t = 1:T
        x_in = x_p(:,t);
        y_in = W'*x_in;
        W = W + yita*(x_in*y_in'-W*triu(y_in*y_in'));
    end
end