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yang yang

Principal Component Coefficients in princomp

yang yang
さんによって質問されました 2012 年 2 月 7 日
Hi all, The first output of the princomp function is The Principal Component Coefficients(the normalized eigenvectors)and the second output is The Component Scores.I used this code:[_coefs,scores,variances,t2_] = princomp(sr); but the computed result of sr*coefs is not euqal to scores.Why? I am confused!How can I get the eigenvectors of the input matrix?
Thanks for all your kindly answering.

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Tom Lane
回答者: Tom Lane
2012 年 2 月 7 日

The princomp function works on the centered data (variance/covariance matrix), so you need to remove the mean to reproduce the scores:
load hald
[a,b] = princomp(ingredients);

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yang yang
2012 年 2 月 8 日
I found this in Matlab Help:princomp centers X by subtracting off column means, but does not rescale the columns of X.Thus,x is preprocessed.I should use the result of preprossing of x to multiply
Principal Component Coefficients.I did it and they were equal(error less than e-12).

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