Finding the Eigenvectors of Normal Distribution (2D)

Version 1.0.0 (1.61 KB) by Kin Sung Chan
This program is for educational purpose. It helps to understand how SVD can help in decomposing 2 dimensional data into eigenvectors.
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Updated 4 Apr 2021

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2D data with normal distribution is generated.

The data are shifted and rotated.

SVD are then used to calculate the eigenvectors and eigenvalues.

The physical meaning of the eigenvectors and eigenvalues can be illustrated through its plot.

Cite As

Kin Sung Chan (2024). Finding the Eigenvectors of Normal Distribution (2D) (https://www.mathworks.com/matlabcentral/fileexchange/89767-finding-the-eigenvectors-of-normal-distribution-2d), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2021a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0