Computing PCA Using The Covariance Method
The following is a detailed description of PCA using the covariance method (see also here). But note that it is better to use the singular value decomposition (using standard software).
The goal is to transform a given data set X of dimension M to an alternative data set Y of smaller dimension L. Equivalently, we are seeking to find the matrix Y, where Y is the Karhunen–Loève transform (KLT) of matrix X:
Read more about this topic: Principal Component Analysis
Famous quotes containing the word method:
“Steady labor with the hands, which engrosses the attention also, is unquestionably the best method of removing palaver and sentimentality out of one’s style, both of speaking and writing.”
—Henry David Thoreau (1817–1862)
Related Phrases
Related Words