www.gusucode.com > Matlab动力系统和时间序列分析工具箱 > Matlab动力系统和时间序列分析工具箱/lab432/toolbox/SSA/ssa_view_w_correlation.m
function ssa_view_w_correlation(SSA); % last modified 10.02.05 N=length(SSA.singular_numbers); EV=zeros(N,length(SSA.base_data)); for i=1:N EV(i,:)=ssa_get_elementary_vector(SSA.singular_numbers(i),SSA.U(:,i),SSA.V(:,i),SSA.delay)'; end C=ones(1,length(SSA.base_data)).*N; for i=1:N C(i)=i; C(end-i+1)=i; end W=zeros(N); for i=1:N for j=1:i if i~=j a=sum(EV(i,:).*EV(j,:).*C); W(i,j)=a; W(j,i)=a; end end end tempHandleF=figure('NumberTitle','off','color',[1 1 1],'name','SSA w-correlation'); % x=[]; y=[]; w=[]; for i=1:N for j=1:N fill([i i i+1 i+1],[j j+1 j+1 j],-W(i,j)), hold on; % x=[x i]; % y=[y j]; % w=[w -W(i,j)]; end end % scatter(x,y,ones(size(x))*180,w,'s','filled'); xlim([1 N+1]); ylim([1 N+1]); xlabel('elementary vector'); ylabel('elementary vector'); colormap(gray);