This is documentation for Mathematica 8, which was
based on an earlier version of the Wolfram Language.
View current documentation (Version 11.2)


As of Version 8, PrincipalComponents is part of the built-in Mathematica kernel.
transforms elements of matrix into principal components.
  • 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.
  • The dimensions of PrincipalComponents[matrix] are the same as the dimensions of matrix.
  • The following options can be given:
MethodCovariancescaling method for decomposition
WorkingPrecisionMachinePrecisionthe precision used in internal computations
Principal components for bivariate data:
Principal components for bivariate data:
Click for copyable input
Principal components using correlation scaling:
Precision-20 principal components: