主成分分析法matlab实现程序

function [out1 out2 out3 out4]=pca(X,n)%out1相关系数矩阵特征值，out2相关系数矩阵，out3各主成分，out4累计贡献率，X数据矩阵，n前n个主成分；
 
m=size(X);
 
a=sum(X)/m(1);
 
for i=1:m(1);
 
for j=i:m(2);
 
R(i,j)=sum((X(:,i)-a(i)).*(X(:,j)-a(j)))./(sum((X(:,i)-a(i)).^2)*sum((X(:,j)-a(j)).^2)).^0.5;
 
end
 
end
 
for i=1:m(2);
 
for j=1:i-1;
 
R(i,j)=R(j,i) ; 
end
 
end
 
[x,d]=eig(R);
 
out1=sort(d(d~=0),'descend');
 
for i=1:m(2)