--- a
+++ b/code/preprocessing/EEG/fastica/whitenv.m
@@ -0,0 +1,82 @@
+function [newVectors, whiteningMatrix, dewhiteningMatrix] = whitenv ...
+    (vectors, E, D, s_verbose);
+%WHITENV - Whitenv vectors.
+%
+% [newVectors, whiteningMatrix, dewhiteningMatrix] = ...
+%                               whitenv(vectors, E, D, verbose);
+%
+% Whitens the data (row vectors) and reduces dimension. Returns
+% the whitened vectors (row vectors), whitening and dewhitening matrices.
+%
+% ARGUMENTS
+%
+% vectors       Data in row vectors.
+% E             Eigenvector matrix from function 'pcamat'
+% D             Diagonal eigenvalue matrix from function 'pcamat'
+% verbose       Optional. Default is 'on'
+%
+% EXAMPLE
+%       [E, D] = pcamat(vectors);
+%       [nv, wm, dwm] = whitenv(vectors, E, D);
+%
+%
+% This function is needed by FASTICA and FASTICAG
+%
+%   See also PCAMAT
+
+% @(#)$Id$
+
+% ========================================================
+% Default value for 'verbose'
+if nargin < 4, s_verbose = 'on'; end
+
+% Check the optional parameter verbose;
+switch lower(s_verbose)
+ case 'on'
+  b_verbose = 1;
+ case 'off'
+  b_verbose = 0;
+ otherwise
+  error(sprintf('Illegal value [ %s ] for parameter: ''verbose''\n', s_verbose));
+end
+
+% ========================================================
+% In some cases, rounding errors in Matlab cause negative
+% eigenvalues (elements in the diagonal of D). Since it
+% is difficult to know when this happens, it is difficult
+% to correct it automatically. Therefore an error is 
+% signalled and the correction is left to the user.
+if any (diag (D) < 0),
+  error (sprintf (['[ %d ] negative eigenvalues computed from the' ...
+		   ' covariance matrix.\nThese are due to rounding' ...
+		   ' errors in Matlab (the correct eigenvalues are\n' ...
+		   'probably very small).\nTo correct the situation,' ...
+		   ' please reduce the number of dimensions in the' ...
+		   ' data\nby using the ''lastEig'' argument in' ...
+		   ' function FASTICA, or ''Reduce dim.'' button\nin' ...
+		   ' the graphical user interface.'], ...
+		  sum (diag (D) < 0)));
+end
+
+% ========================================================
+% Calculate the whitening and dewhitening matrices (these handle
+% dimensionality simultaneously).
+whiteningMatrix = inv (sqrt (D)) * E';
+dewhiteningMatrix = E * sqrt (D);
+
+% Project to the eigenvectors of the covariance matrix.
+% Whiten the samples and reduce dimension simultaneously.
+if b_verbose, fprintf ('Whitening...\n'); end
+newVectors =  whiteningMatrix * vectors;
+
+% ========================================================
+% Just some security...
+if ~isreal(newVectors)
+  error ('Whitened vectors have imaginary values.');
+end
+
+% Print some information to user
+if b_verbose
+  fprintf ('Check: covariance differs from identity by [ %g ].\n', ...
+    max (max (abs (cov (newVectors', 1) - eye (size (newVectors, 1))))));
+end