KLMS Karhunen Loeve Mapping, followed by scaling
[W,FRAC] = KLMS(A,N)
DescriptionFirst a Karhunen Loeve Mapping is performed (i.e. PCA or MCA on the average priorweighted class covariance matrix). The result is scaled by the mean class standard deviations. For N and FRAC, see KLM. Default N: select all ('prewhiten' the average covariance matrix, i.e. orthogonalize and scale). The resulting mapping has a unit average covariance matrix. See also
