matlab主成分分析数学公式

在Matlab中，进行主成分分析的数学公式可以通过pcacov函数来实现。公式的具体形式为：[COEFF,latent,explained]=pcacov(CM)。其中，CM是协方差矩阵或相关系数矩阵，COEFF是主成分系数矩阵，latent是特征值，explained是主成分贡献率（贡献率选超过累计85%的）。通过pcacov函数可以得到主成分系数矩阵、特征值以及主成分贡献率，从而进行主成分分析。<span class="em">1</span><span class="em">2</span><span class="em">3</span>
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