mfbox_whitenv.m

toolbox for spm 5 for data, model free analysis

function [whiteningMatrix,dewhiteningMatrix]=mfbox_whitenv(E,D,N)
% Copyright by Peter Gruber 
% Signal Processing & Information Theory group
% Institute of Biophysics, University of Regensburg, Germany
% Homepage: http://research.fabian.theis.name
%           http://www-aglang.uni-regensburg.de
%
% This file is free software, subject to the 
% GNU GENERAL PUBLIC LICENSE, see gpl.txt

D = diag(D);
N = min(N,min(D(:)));
D = sqrt(D-N);
DN = D;
DN(DN>0) = 1./DN(DN>0);
whiteningMatrix = real(diag(DN)*E');
dewhiteningMatrix = real(E*diag(D));

return