evals = eigdec(x, N) [evals, evec] = eigdec(x, N)
evals = eigdec(x, N
computes the largest N
eigenvalues of the
matrix x
in descending order. [evals, evec] = eigdec(x, N)
also computes the corresponding eigenvectors.
pca
, ppca
Copyright (c) Ian T Nabney (1996-9)