BUILT-IN MATHEMATICA SYMBOL

PrincipalComponents

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

Details and Options Details 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.