REDUCM

Reduce to minimal space

   W = REDUCM(A)

Ortho-normal mapping to a space in which the dataset A exactly fits.

This	is useful for datasets with more features than objects. For the
objects	in B = A*W holds that their dimensionality is minimum, their mean
is	zero, the covariance matrix is diagonal with decreasing variances and
the	inter-object distances are equal to those of A.

For this mapping just the labeled objects in A are used, unless A is  entirely unlabeled. In that case all objects are used.

See also