an introduction to Principal Component Analysis (PCA)
an introduction to Principal Component Analysis (PCA)
an introduction to Principal Component Analysis (PCA)
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Algebraic definition of PCs<br />
Likewise, define the k th PC of the sample<br />
by the linear tr<strong>an</strong>sformation<br />
where the vec<strong>to</strong>r<br />
λ<br />
is chosen such that<br />
is maximum<br />
subject <strong>to</strong><br />
<strong>an</strong>d <strong>to</strong>
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