for an image or a signal. Description of this algorithm can be found in wikipedia once page becomes available. - UPDATE: It is now available at
% This program is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
% This program is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
% You should have received a copy of the GNU General Public License
% along with this program. If not, see <http://www.gnu.org/licenses/>.
%author: Behzad Tabibian
%University of Edinburgh
function [W,A,B] = EM(m,c,k)
%Since B is positive difinite svd decomposition produces the same vecotrs
%as eig function.
%Selecting k bottom eigenvalues and eigenvectors.
%Eigenanalysis on W1'AW1
%This function produces X'CX, correlation in the signal, and X'NX,
%correlation in noise for GM.
syms x1 x2