Modified-GramSchmidt

代码说明：

  Modified Gram-Schmidt (MGS)正交化法是利用已有正交基计算新的正交基。既能选择相关特征，又能排出已选特征对后续特征选择的影响。(Modified Gram-Schmidt (MGS)orthogonalization gives new orthogonal basis through original orthogonal basis. It can do the feature selection and eliminate the impact on choosing new feature vector by the selected one.)