How to do whitening on the given matrix?

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Darsana P M
Darsana P M 2017-7-9
回答： Kenta 2020-4-14
X = rand(100,20); % 100 instance with 20 features
N= size(X,2);
M=size(X,1);
meanX=mean(X,2);
Xm=X-meanX*ones(1,N);
C= ( Xm*Xm')/N;
[U D]=eig(C);
How to whiten this above matrix??

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Kenta
Kenta 2020-4-14

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