diff --git a/samples/Matlab/cross_validation.m b/samples/Matlab/cross_validation.m
new file mode 100644
index 00000000..034182e5
--- /dev/null
+++ b/samples/Matlab/cross_validation.m
@@ -0,0 +1,31 @@
+function [ error ] = cross_validation(x,y,hyper_parameter)
+    
+    num_data = size(x,1);
+
+    K = 10;
+    indices = crossvalind('Kfold', num_data, K);
+
+    errors = zeros(K,1);
+    for i = 1:K
+        % get indices
+        test_idx = (indices == i);
+        train_idx = ~test_idx;
+
+        % get training data
+        x_train = x(train_idx,:);
+        y_train = y(train_idx,:);
+
+        % train
+        w = train(x_train, y_train, hyper_parameter);
+
+        % get test data
+        x_test = x(test_idx,:);
+        y_test = y(test_idx,:);
+        
+        % calculate error
+        errors(i) = calc_cost(x_test, y_test, w, hyper_parameter); %calc_error
+        %errors(i) = calc_error(x_test, y_test, w);
+    end
+    
+    error = mean(errors);
+end