PrincipleComponents

PrincipleComponents(matrix)

compute the principle components of the matrix.

PrincipleComponents(matrix, Method->"Correlation")

compute the principle components of the matrix with the Correlation method. The default computing method is Covariance.

See

• Wikipedia - Principal component analysis

Examples

>> PrincipalComponents({{90.0, 60, 90},{90, 90, 30},{60, 60, 60},{60, 60, 90},{30, 30, 30}})
{{34.37098,-13.66927,-10.38202},
 {9.98346,47.68821,1.47161},
 {-3.93481,-2.31599,3.89274},
 {14.69692,-25.24923,9.08167},
 {-55.11655,-6.45371,-4.06399}}

>> PrincipalComponents({{90.0, 60, 90},{90, 90, 30},{60, 60, 60},{60, 60, 90},{30, 30, 30}}, Method->"Correlation")
{{0.911826,-0.942809,0.440421},
 {1.38323,1.41421,-0.0309834},
 {-0.169031,0.0,-0.169031},
 {0.0666714,-0.942809,-0.404733},
 {-2.1927,0.471405,0.164326}}

Related terms

Standardize