GM based on QR decomposition algorithm and the realization of the stability of singular value decomposition algorithm, the algorithm can be accessed through a number of UN-array sound variance- covariance matrix. In the robust variance- covariance matrix can be carried out, such as, robust principal component decomposition, robust clustering, robust operation, such as factor analysis.

leastsqr.asv
leastsqr.m
leastSqrRdm.m
num_iden_gross0.m
princompanalyze.categories
randu.dat
robust_var_cov_matrix.asv
robust_var_cov_matrix.m
RSVD&&EM.txt
RSVD&&EM.xls
x.mat
y.txt
两种稳健算法的主成分结果比较.doc

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