文件名称:pca.m
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本程序的运行环境为matlab6.5，在command window下输入数据x和a，然后调用函数pca（x，a）（即本程序的主程序）输入的两个参数的意义是：一个是样本数据x，另外一个是主成分累积贡献率的一个闸值，作为选定主成分个数的一个重要数据。
即可得到样本的协方差矩阵，相关矩阵，相关矩阵的特征根及特征向量，主成分个数和主成分负荷矩阵。
-the procedures for the environment matlab6.5. under the command window in the input data and a x, then the function call pca (x, a) (that is the main program of the procedures) and input parameters of the two is the meaning of : a sample data is x, Another is a principal component of the cumulative contribution rate of a gate value, as a principal component selected a number of important data. Samples can be the covariance matrix, the correlation matrix, a correlation matrix eigenvalue and eigenvector. Principal component and the number of principal components load matrix.
即可得到样本的协方差矩阵，相关矩阵，相关矩阵的特征根及特征向量，主成分个数和主成分负荷矩阵。
-the procedures for the environment matlab6.5. under the command window in the input data and a x, then the function call pca (x, a) (that is the main program of the procedures) and input parameters of the two is the meaning of : a sample data is x, Another is a principal component of the cumulative contribution rate of a gate value, as a principal component selected a number of important data. Samples can be the covariance matrix, the correlation matrix, a correlation matrix eigenvalue and eigenvector. Principal component and the number of principal components load matrix.
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