lda_2c.m

经典的LDA特征选择算法

lda_data=xlsread('CORK_STOPPERS.xls');
lda_data1=lda_data(1:50,3:12);
lda_data2=lda_data(51:100,3:12);
data1_cov=cov(lda_data1);
data2_cov=cov(lda_data2);
s_w=data1_cov+data2_cov;
data1_mean=mean(lda_data1);
data1_mean=data1_mean';
data2_mean=mean(lda_data2);
data2_mean=data2_mean';
s_b=(data1_mean-data2_mean)*(data1_mean-data2_mean)';
s_w_inv=inv(s_w);
[v,d]=eig(s_w_inv*s_b);
y=v(:,1)'*lda_data(1:100,3:12)';
y=y'
xlswrite('lda_2c.xls',y);