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func_LDA.m
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func_LDA.m
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function J = func_LDA(data,Labels,method)
% J = func_LDA(data,Labels,method)
% method = 'element' will perform element wise LDA; i.e. 1-dimensional lda
% = 'vector' will perform the usual LDA; i.e. using a vector
% (d-dimensional lda)
typ=isa(Labels,'categorical');
if typ==1
Labels=double(Labels);
end
[n_genes,no_samples] = size(data);
class = numel(unique(Labels));
mu = mean(data')';
m = zeros(n_genes,class);
for j=1:class
m(:,j)=mean(data(:,find(Labels==j))')';
end
if strcmp(lower(method),'element')==1
sb=zeros(n_genes,1);
for j=1:class
sb=sb+numel(find(Labels==j))*((mu-m(:,j)).^2);
end
sw=zeros(n_genes,1);
for j=1:class
sw=sw+sum(((data(:,find(Labels==j))-m(:,j))').^2)';
end
J = sb./sw;
elseif strcmp(lower(method),'vector')==1
d=n_genes;
n=no_samples;
if d>n-1
Hb=[]; Hw=[];
for j=1:class
Hb=[Hb,sqrt(numel(find(Labels==j)))*(mu-m(:,j))];
Hw=[Hw,data(:,find(Labels==j))-m(:,j)];
end
[Uw,Dw]=svd(Hw,0);
[Ub,Db]=svd(Hb,0);
rw=rank(Dw);
Dw=Dw(1:rw,1:rw);
Uw=Uw(:,1:rw);
rb=rank(Db);
Ub=Ub(:,1:rb);
Db=Db(1:rb,1:rb);
[F,Sig]=svd(inv(Dw)*Uw'*Hb,0);
%rsig=rank(Sig);
Sig=Sig(1:2,1:2);
F=F(:,1:2);
W=Uw*inv(Dw)*F*inv(Sig);
J = W'*data;
else
Sb=zeros(d,d);
Sw=zeros(d,d);
for j=1:class
Sb=Sb+numel(find(Labels==j))*(mu-m(:,j))*(mu-m(:,j))';
Sw=Sw+(data(:,find(Labels==j))-m(:,j))*(data(:,find(Labels==j))-m(:,j))';
end
if rank(Sw)<size(Sw,1)
[W,D]=svd(pinv(Sw)*Sb,0);
else
[W,D]=svd(inv(Sw)*Sb,0);
end
W=W(:,1:2);
J=W'*data;
end
end