Implementing PCA/Whitening

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m (Changed typo in ZCA whitening code)
Line 40: Line 40:
Finally, you can also compute the ZCA whitened data <math>\textstyle x_{\rm ZCAwhite}</math> as:
Finally, you can also compute the ZCA whitened data <math>\textstyle x_{\rm ZCAwhite}</math> as:
-
  xPCAwhite = U * diag(1./sqrt(diag(S) + epsilon)) * U' * x;
+
  xZCAwhite = U * diag(1./sqrt(diag(S) + epsilon)) * U' * x;

Revision as of 00:14, 12 April 2011

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