Hello Charles,
You can use the eig function to get the orthogonal matrix in MATLAB. Here is a sample code for the same:
% Sample data matrix x (e.g., each row is an observation, each column is a variable)
x = randn(100, 5); % Example: 100 observations of 5 variables
% Compute the covariance matrix of x
covMatrix = cov(x);
% Use the eig function to get eigenvectors and eigenvalues
[Q, A] = eig(covMatrix);
% Q is the orthogonal matrix of standardized eigenvectors
% A is the diagonal matrix of eigenvalues
% Display the orthogonal matrix Q
disp('Orthogonal matrix Q:');
disp(Q);
% Display the diagonal matrix A of eigenvalues
disp('Diagonal matrix of eigenvalues A:');
disp(diag(A));
You can modify the code according to your requirement.
I hope this helps!
