Although I have detailed another way of doing dimension reduction in Matlab I recently found the command “princomp” which does everything for you. The following code reads in .csv files from a directory and reduces them to a set number of dimensions (“OutputSize” in this case). This is a lot easier than doing it yourself with the eigenvectors etc:

function [output_args]=ReduceUsingPCA2(DirName,OutputSize)

files = dir(fullfile(DirName, ‘*.csv’));
for i=1:length(files)
% read files(i).name and process
FileName= [DirName '/' files(i).name];
% read in csv file from FileName and store in x
x = csvread(FileName);

% calculate PCs and project data onto principal components
[COEFF,SCORE] = princomp(x);

[infile, remain] = strtok(FileName,’/');
infile = strtok(remain,’.');
mkdir([num2str(OutputSize) 'PC']);
outputfilename = [num2str(OutputSize) 'PC' infile '_' num2str(OutputSize) 'PCs.csv'];
csvwrite(outputfilename,SCORE(:,1:OutputSize));
end
end

The important method is   [COEFF,SCORE] = princomp(x); which takes in your data “x” and stores its projection into PCA space in “SCORE” which I then output to csv. I still need to find out how to project back into normal space but I think it should be just as straightforward as this was. For more info on “princomp” type “help princomp” into matlab and have a look at the help files.

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