PrincipalComponents

PrincipalComponents[matrix]
transforms elements of matrix into unscaled principal components.

Details and OptionsDetails and Options

  • PrincipalComponents gives the principal component transform of matrix.
  • The principal components of matrix are linear transformations of the original columns into uncorrelated columns arranged in order of decreasing variance.
  • PrincipalComponents supports a Method option. The following explicit settings can be specified:
  • "Covariance"uses covariance method (default)
    "Correlation"uses correlation method
  • If principal components of scaled columns (standardized principal components) are required, the option Method"Correlation" should be used.
  • The dimensions of PrincipalComponents[matrix] are the same as the dimensions of matrix.
  • If matrix consists of exact numbers or symbols, the result is also exact or symbolic, respectively.
Introduced in 2010
(8.0)