Implementing PCA/Whitening
From Ufldl
m (Changed typo in ZCA whitening code) |
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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: | ||
- | + | xZCAwhite = U * diag(1./sqrt(diag(S) + epsilon)) * U' * x; |