cvLabMATLAB/orzFisherSM.m at main · ComputerVisionLaboratory/cvLabMATLAB · GitHub

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function [B C V1 D1 ] = orzFisherSM(X1,nSubDim1,nAlpha)

[nDim nNum,nClass] = size(X1);
[V1,D1] = orzBasisVector(X1,nSubDim1);

P = zeros(nDim,nDim,nClass);
for iClass = 1:nClass
    P(:,:,iClass) = eye(nDim) - V1(:,:,iClass)*V1(:,:,iClass)';
end

SB = zeros(nDim,nDim);
SW = zeros(nDim,nDim);
for iClass1 = 1:nClass
    for iClass2 = 1:nClass
        if iClass2 ~= iClass1;
            Y = P(:,:,iClass1)*X1(:,:,iClass2);
            SB = SB + Y*Y'/size(Y,2);
        else
            Y = P(:,:,iClass1)*X1(:,:,iClass2);
            SW = SW + Y*Y'/size(Y,2);
        end
    end
end

A = (SW+nAlpha*eye(nDim))\SB;
[BB CC] = eig(A);
[C ind] = sort(diag(CC),'descend');
B=BB(:,ind);
%B = cvtGramSchmidt(BB);


% C=zeros(nDim,1);
% B=zeros(nDim,nDim);
% [B(:,1) C(1)] = eigs(A,1);
% for iDim=2:nDim
%     D=orth(eye(nDim) - (B(:,1:iDim-1)*B(:,1:iDim-1)'));
%     SWd = D'*SW*D;
%     SBd = D'*SB*D;
%     Ad = SWd\SBd;
%     [tB tC] = eigs(Ad,1);
%     B(:,iDim) = D*tB;
%     C(iDim) = tC;
% end