www.pudn.com > FastICA_2.1.zip > whitenv.m

function [newVectors, whiteningMatrix, dewhiteningMatrix] = whitenv ... 
    (vectors, E, D, s_verbose); 
%WHITENV - Whitenv vectors. 
% 
% [newVectors, whiteningMatrix, dewhiteningMatrix] = ... 
%                               whitenv(vectors, E, D, verbose); 
% 
% Whitens the data (row vectors) and reduces dimension. Returns 
% the whitened vectors (row vectors), whitening and dewhitening matrices. 
% 
% ARGUMENTS 
% 
% vectors       Data in row vectors. 
% E             Eigenvector matrix from function 'pcamat' 
% D             Diagonal eigenvalue matrix from function 'pcamat' 
% verbose       Optional. Default is 'on' 
% 
% EXAMPLE 
%       [E, D] = pcamat(vectors); 
%       [nv, wm, dwm] = whitenv(vectors, E, D); 
% 
% 
% This function is needed by FASTICA and FASTICAG 
% 
%   See also PCAMAT 
 
% 24.8.1998 
% Hugo Gävert 
 
% ======================================================== 
% Default value for 'verbose' 
if nargin < 4, s_verbose = 'on'; end 
 
% Check the optional parameter verbose; 
switch lower(s_verbose) 
 case 'on' 
  b_verbose = 1; 
 case 'off' 
  b_verbose = 0; 
 otherwise 
  error(sprintf('Illegal value [ %s ] for parameter: ''verbose''\n', s_verbose)); 
end 
 
% ======================================================== 
% Calculate the whitening and dewhitening matrices (these handle 
% dimensionality simultaneously). 
whiteningMatrix = inv (sqrt (D)) * E'; 
dewhiteningMatrix = E * sqrt (D); 
 
% Project to the eigenvectors of the covariance matrix. 
% Whiten the samples and reduce dimension simultaneously. 
if b_verbose, fprintf ('Whitening...\n'); end 
newVectors =  whiteningMatrix * vectors; 
 
% ======================================================== 
% Just some security... 
if ~isreal(newVectors) 
  error ('Whitened vectors have imaginary values.'); 
end 
 
% Print some information to user 
if b_verbose 
  fprintf ('Check: covariance differs from identity by [ %g ].\n', ... 
    max (max (abs (cov (newVectors', 1) - eye (size (newVectors, 1)))))); 
end