maxvariance.m

a function inside machine learning

function u = maxVariance(X, Y)
% A function to compute a projection direction which maximises variance
%
% Usage: u = maxVariance(X, Y)
% Inputs/Outputs: 
%   X - an (l x n) matrix whose rows are examples 
%   Y (optional) - an (l x n) matrix with labels as rows 
%
%   u - the projection vector of maximal variance 
%
% Copyright (C) 2006 Charanpal Dhanjal 

% This library is free software; you can redistribute it and/or
% modify it under the terms of the GNU Lesser General Public
% License as published by the Free Software Foundation; either
% version 2.1 of the License, or (at your option) any later version.
% 
% This library is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
% Lesser General Public License for more details.
% 
% You should have received a copy of the GNU Lesser General Public
% License along with this library; if not, write to the Free Software
% Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301
% USA

if (nargin < 1)
    fprintf('%s\n', help('maxVariance'));
    error('Incorrect number of inputs - see above usage instructions.');
end

[u, lambda] = eigs(X'*X, 1);