20150604_KLT

x1 = [4 4 5]'
x2 = [3 2 5]'
x3 = [5 7 6]'
x4 = [6 7 7]'
x = [x1 x2 x3 x4]
mx=mean(x,2) % 1 for column avg ; 2 for row avg

Rx = (x1*x1'+x2*x2'+x3*x3'+x4*x4')/4-mx*mx'

[V,D] = eig(Rx)
T = V'

% going to center
x1_m = x1-mx
x2_m = x2-mx
x3_m = x3-mx
x4_m = x4-mx
%the energy is focus below
y = T*[x1_m x2_m x3_m x4_m]

figure(1)
bar3(x)