Data matrix whitening

version (1.66 KB) by Colorado Reed
A simple function to whiten a data matrix (makes the covariance matrix the identity matrix).


Updated 8 Jan 2012

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Computes the ZCA whitening of a data matrix and returns the whitened data and whitening/dewhitening transformation matrices.

Cite As

Colorado Reed (2022). Data matrix whitening (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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