文件名称:testPCA-yale
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主成分分通过正交变换将一组可能存在相关性的变量转换为一组线性不相关的变量,转换后的这组变量叫主成分。-Principal component orthogonal transform a set of variables may be correlated into a set of linear uncorrelated variables, which set of variables called principal component after conversion.
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testPCA-yale.m