Which one should I use to downsize with PCA in MATLAB, pcacov, or eigs?

I am trying to reduce the size of the trainable set from 1296 * 70,000 to 128 * 70,000. I wrote below code:

A=DicH;
[M N]=size(A);
mu=mean(A,2);%mean of columns

Phi=zeros(M,N);
C=zeros(M,M);
for j=1:N
    Phi(:,j)=A(:,j)-mu;
    c=Phi(:,j)*(Phi(:,j))';
    C=C+c;
end

C=C/N;%Covariance Dictionary
[V,landa] = eigs(C,128);%Eigen Vectors & Eigen Values
E=V'*Phi;%Reduced Dic
%*******************Using Pcacov*****************
%S=zeros(M,1);
%[U,landa] = pcacov(C);%Eigen Vectors & Eigen Values
% for k=1:128;
%     S=V(:,k)+S;
%     U(:,k)=S;
% end
%E=U'*Phi;%Reduced Dic

      

I am getting two different answers! Which one should I use "aegi" or "pkakov"?

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You have to use the built-in functions in Matlab and use the function pca

directly, or even a function cov

if you want to compare eigs

with pcaconv

.

Now, to answer your question, both return the same eigenvectors, but not in the same order. See next example:



>> load hald
>> covx = cov(ingredients);
>> [COEFF,latent] = pcacov(covx)

COEFF =

   -0.0678   -0.6460    0.5673    0.5062
   -0.6785   -0.0200   -0.5440    0.4933
    0.0290    0.7553    0.4036    0.5156
    0.7309   -0.1085   -0.4684    0.4844


latent =

  517.7969
   67.4964
   12.4054
    0.2372

>> [V, D] = eigs(covx)                    

V =

    0.5062    0.5673    0.6460   -0.0678
    0.4933   -0.5440    0.0200   -0.6785
    0.5156    0.4036   -0.7553    0.0290
    0.4844   -0.4684    0.1085    0.7309


D =

    0.2372         0         0         0
         0   12.4054         0         0
         0         0   67.4964         0
         0         0         0  517.7969

>> 

      

In your code, you are overwriting the result pcavconv

in the commented-out section with the conversion of the result eigs

, so it is not clear what you are comparing at this point. When using, pcacov

you just need to extract the first 128 columns U

.

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