Matlab - PCA analysis and reconstruction of multi dimensional data
问题 I have a large dataset of multidimensional data(132 dimensions). I am a beginner at performing data mining and I want to apply Principal Components Analysis by using Matlab. However, I have seen that there are a lot of functions explained on the web but I do not understand how should they be applied. Basically, I want to apply PCA and to obtain the eigenvectors and their corresponding eigenvalues out of my data. After this step I want to be able to do a reconstruction for my data based on a