mfbox_pca.m

toolbox for spm 5 for data, model free analysis

function [A,S]=mfbox_pca(X,nem)
% Copyright by Ingo R. Keck
% Computational Intelligence and Machine Learning Group
% Institute of Biophysics, University of Regensburg, Germany
% Homepage: http://mfbox.sourceforge.net
%           http://www-aglang.uni-regensburg.de
%
% This file is free software, subject to the 
% GNU GENERAL PUBLIC LICENSE, see gpl.txt
%

%T=number of rows, n=number of columns
[T,n] = size(X);
if (nargin==1), m=n; end
% sum up all values of each column and calculate mean afterwards
Xmean = mean(X,1);
%subtract mean value
for i=1:n, X(:,i) = X(:,i)-Xmean(i); end

[E,D,N] = mfbox_pcamat(X',1,nem);
[W,IW] = mfbox_whitenv(E,D,N);

A=IW;
S=X*W';

% add the mean
Xmean = W*Xmean';
for i=1:size(S,2), S(:,i) = S(:,i)+Xmean(i); end

return