\documentclass[UTF8]{ctexart}

\usepackage{color}
\usepackage{listings}
\lstset{ %
    language=Matlab,                % the language of the code
    basicstyle=\footnotesize,       % the size of the fonts that are used for the code
    numbers=left,                   % where to put the line-numbers
    numberstyle=\tiny\color{gray},  % the style that is used for the line-numbers
    stepnumber=1,                   % the step between two line-numbers. If it's 1, each line 
    % will be numbered
    numbersep=5pt,                  % how far the line-numbers are from the code
    backgroundcolor=\color{white},  % choose the background color. You must add \usepackage{color}
    showspaces=false,               % show spaces adding particular underscores
    showstringspaces=false,         % underline spaces within strings
    showtabs=false,                 % show tabs within strings adding particular underscores
    frame=single,                   % adds a frame around the code
    rulecolor=\color{black},        % if not set, the frame-color may be changed on line-breaks within not-black text (e.g. commens (green here))
    tabsize=2,                      % sets default tabsize to 2 spaces
    captionpos=b,                   % sets the caption-position to bottom
    breaklines=true,                % sets automatic line breaking
    breakatwhitespace=false,        % sets if automatic breaks should only happen at whitespace
    title=\lstname,                 % show the filename of files included with \lstinputlisting;
    % also try caption instead of title
    keywordstyle=\color{blackred},          % keyword style
    commentstyle=\color{dkgreen},   % comment style
    stringstyle=\color{MidnightBlue},         % string literal style
    escapeinside={\%*}{*)},         % if you want to add LaTeX within your code
    morekeywords={*,...},           % if you want to add more keywords to the set
    escapechar=`                    % 中文注释
}

\title{ }
\date{}


\definecolor{dkgreen}{rgb}{0,0.6,0}
\definecolor{gray}{rgb}{0.5,0.5,0.5}
\definecolor{MidnightBlue}{RGB}{25,25,112}
\definecolor{blackred}{RGB}{199,21,133} % 关键字颜色

\begin{document}
\maketitle



\begin{lstlisting}[language = Matlab]
function [W, Z, mu, mse] = pcaEm(X, m)
% Perform EM-like algorithm for PCA (by Sam Roweis).
% Input:
%   X: d x n data matrix
%   m: dimension of target space
% Output:
%   W: d x m weight matrix
%   Z: m x n projected data matrix
%   mu: d x 1 mean vector
%   mse: mean square error
% Reference: 
%   Pattern Recognition and Machine Learning by Christopher M. Bishop 
%   EM algorithms for PCA and SPCA by Sam Roweis 
% Written by Mo Chen (sth4nth@gmail.com).
d = size(X,1);
mu = mean(X,2);
X = bsxfun(@minus,X,mu);
W = rand(d,m); 

tol = 1e-6;
mse = inf;
maxIter = 200;
for iter = 1:maxIter
Z = (W'*W)\(W'*X);             % 12.58
W = (X*Z')/(Z*Z');              % 12.59

last = mse;
E = X-W*Z;
mse = mean(dot(E(:),E(:)));
if abs(last-mse)<mse*tol; break; end;
end
fprintf('Converged in %d steps.\n',iter);
s = 'hello,world!'; % `中文注释` 
\end{lstlisting}


\end{document}

参考

1.点击进入Github