HW 07: PRINCIPLE COMPONENTS ANALYSIS AND LINEAR DISCRIMINANT ANALYSIS

1. Replicate the Gaussian data shown here and establish that the support regions match the lecture notes.
   
   
2. For the last case involving an unconstrained covariance matrix, generate a two-class data problem using means of [5, 0] and [-5,0]. Use a covariance matrix with diagonal element values of [1, 0.5] and off-diagonal element values of 0.5.
   
   Classify this data using class-independent principle components analysis. Explain the result.
   
   
3. Repeat the previous part using linear discriminant analysis.
   
   
4. Repeat the previous two previous parts using class-dependent transforms.
   
   
5. Verify your results using the pattern recognition applet.