LDA

Linear Discriminant Analysis.


 
 Synopsis:
  model = lda(data)
  model = lda(data,new_dim)

 Description:
  This function is implementation of Linear Discriminant Analysis.
  The goal is to train the linear transform which maximizes ratio 
  between between-class and within-class scatter matrix of projected 
  data.

 Input:
  data [struct] Input labeled data:
   .X [dim x num_data] Data sample.
   .y [1 x num_data] Labels (1,2,...,nclass).

  new_dim [1x1] Output data dimension (default new_dim = dim).

 Ouput:
  model [struct] Linear projection:
   .W [dim x new_dim] Projection matrix.
   .b [new_dim x 1] Biases.

   .mean_X [dim x 1] Mean value of data.
   .Sw [dim x dim] Within-class scatter matrix.
   .Sb [dim x dim] Between-class scatter matrix.
   .eigval [dim x 1] Eigenvalues.

 Example:
  in_data = load('iris');
  model = lda( in_data, 2 );
  out_data = linproj( in_data, model);
  figure; ppatterns(out_data);

 See also
  LINPROJPCA.


Source: lda.m

About: Statistical Pattern Recognition Toolbox
(C) 1999-2003, Written by Vojtech Franc and Vaclav Hlavac
Czech Technical University Prague
Faculty of Electrical Engineering
Center for Machine Perception

Modifications:
05-oct-2006, VF
25-may-2004, VF
3-may-2004, VF
20-may-2001, V.Franc, created