DMelt:Numeric/7 PCA Analysis

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PCA analysis

Principal Component Analysis (PCA) is an important for many applications. Read wikipedia: Principal component analysis .

Below we will show examples of Principal Component Analysis (PCA) data transformation using matrices as input. We will consider a situation when some of the columns in the data matrix are linearly dependent or when there are more columns than rows in the data matrix i.e. there are more dimensions than samples in the data set. In the above example we train the data and then apply to a test data.

The output of this code is shown below:

-0.9999999999999998, -0.5773502691896268
-0.08571428571428596, 1.732050807568878
More information on this topic is in DMelt books