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Scilab Cose

This document contains Scilab code for performing principal component analysis (PCA) on multivariate data. It includes functions to calculate the covariance matrix of the data, extract the eigenvalues and eigenvectors, sort them, transform the data into the eigenvector space, and remove columns. The overall process is to adjust the data, calculate the covariance matrix, extract and sort eigenvalues and eigenvectors, then transform the data into the sorted eigenvector space to perform dimensionality reduction.

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Tanveer Hocane
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190 views3 pages

Scilab Cose

This document contains Scilab code for performing principal component analysis (PCA) on multivariate data. It includes functions to calculate the covariance matrix of the data, extract the eigenvalues and eigenvectors, sort them, transform the data into the eigenvector space, and remove columns. The overall process is to adjust the data, calculate the covariance matrix, extract and sort eigenvalues and eigenvectors, then transform the data into the sorted eigenvector space to perform dimensionality reduction.

Uploaded by

Tanveer Hocane
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as TXT, PDF, TXT or read online on Scribd
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// This macro taken from

// http://www.cs.montana.edu/ harkin/courses/cs530/scilab/macros/cov.sci
// No alterations made
// Return the covariance matrix of the data in x, where each column of x
// is one dimension of an n-dimensional data set. That is, x has x columns
// and m rows, and each row is one sample.
//
For example, if x is three dimensional and there are 4 samples.
// x = [1 2 3;4 5 6;7 8 9;10 11 12]
// c = cov (x)
function [c]=cov (x)
// Get the size of the array
sizex=size(x);
// Get the mean of each column
meanx = mean (x, "r");
// For each pair of variables, x1, x2, calculate
// sum ((x1 - meanx1)(x2-meanx2))/(m-1)
for var = 1:sizex(2),
x1 = x(:,var);
mx1 = meanx (var);
for ct = var:sizex (2),
x2 = x(:,ct);
mx2 = meanx (ct);
v = ((x1 - mx1) * (x2 - mx2))/(sizex(1) - 1);
cv(var,ct) = v;
cv(ct,var) = v;
// do the lower part of c also.
end,
end,
c=cv;
// This a simple wrapper function to get just the eigenvectors
// since the system call returns 3 matrices
function [x]=justeigs (x)
// This just returns the eigenvectors of the matrix
[a, eig, b] = bdiag(x);
x= eig;
// this function makes the transformation to the eigenspace for PCA
// parameters:
// adjusteddata = mean-adjusted data set
// eigenvectors = SORTED eigenvectors (by eigenvalue)
// dimensions = how many eigenvectors you wish to keep
//
The first two parameters can come from the result of calling
// PCAprepare on your data.
// The last is up to you.
function [finaldata] = PCAtransform(adjusteddata,eigenvectors,dimensions)
finaleigs = eigenvectors(:,1:dimensions);
prefinaldata = finaleigs *adjusteddata ;
finaldata = prefinaldata ;
// This function does the preparation for PCA analysis
// It adjusts the data to subtract the mean, finds the covariance matrix,
// and finds normal eigenvectors of that covariance matrix.
// It returns 4 matrices
// meanadjust = the mean-adjust data set
// covmat = the covariance matrix of the data
// eigvalues = the eigenvalues of the covariance matrix, IN SORTED ORDER
// normaleigs = the normalised eigenvectors of the covariance matrix,
// IN SORTED ORDER WITH RESPECT TO
// THEIR EIGENVALUES, for selection for the feature vector.
//

// NOTE: This function cannot handle data sets that have any eigenvalues
// equal to zero. It s got something to do with the way that scilab treats
// the empty matrix and zeros.
//
function [meanadjusted,covmat,sorteigvalues,sortnormaleigs] = PCAprepare (data)
// Calculates the mean adjusted matrix, only for 2 dimensional data
means = mean(data,"r");
meanadjusted = meanadjust(data);
covmat = cov(meanadjusted);
eigvalues = spec(covmat);
normaleigs = justeigs(covmat);
sorteigvalues = sorteigvectors(eigvalues ,eigvalues );
sortnormaleigs = sorteigvectors(eigvalues ,normaleigs);
// This removes a specified column from a matrix
// A = the matrix
// n = the column number you wish to remove
function [columnremoved] = removecolumn(A,n)
inputsize = size(A);
numcols = inputsize(2);
temp = A(:,1:(n-1));
for var = 1:(numcols - n)
temp(:,(n+var)-1) = A(:,(n+var));
end,
columnremoved = temp;
// This finds the column number that has the
// highest value in it s first row.
function [column] = highestvalcolumn(A)
inputsize = size(A);
numcols = inputsize(2);
maxval = A(1,1);
maxcol = 1;
for var = 2:numcols
if A(1,var) > maxval
maxval = A(1,var);
maxcol = var;
end,
end,
column = maxcol
// This sorts a matrix of vectors, based on the values of
// another matrix
//
values = the list of eigenvalues (1 per column)
// vectors = The list of eigenvectors (1 per column)
//
NOTE: The values should correspond to the vectors
// so that the value in column x corresponds to the vector
// in column x.
function [sortedvecs] = sorteigvectors(values,vectors)
inputsize = size(values);
numcols = inputsize(2);
highcol = highestvalcolumn(values);
sorted = vectors(:,highcol);
remainvec = removecolumn(vectors,highcol);
remainval = removecolumn(values,highcol);
for var = 2:numcols
highcol = highestvalcolumn(remainval);
sorted(:,var) = remainvec(:,highcol);
remainvec = removecolumn(remainvec,highcol);
remainval = removecolumn(remainval,highcol);
end,

sortedvecs = sorted;
// This takes a set of data, and subtracts
// the column mean from each column.
function [meanadjusted] = meanadjust(Data)
inputsize = size(Data);
numcols = inputsize(2);
means = mean(Data,"r");
tmpmeanadjusted = Data(:,1) - means(:,1);
for var = 2:numcols
tmpmeanadjusted(:,var) = Data(:,var) - means(:,var);
end,
meanadjusted = tmpmeanadjusted

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