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I've got an m x m array. I want to apply Fisher discriminant analysis to it - the LDA in MatLab's stats toolbox isn't the Fisher one so I used the version provided by the supplementary toolbox stprtool package. http://cmp.felk.cvut.cz/cmp/software/stprtool/index.html

How do I run my program? I don't really understand the input required:

data [struct] Binary labeled training vectors. .X [dim x num_data] Training vectors. .y [1 x num_data] Labels (1 or 2)

Also, I'm not really sure I understand the concept of a training data set. Does it have to be a subset of the array you want to analyze or a general data set?