PCA on square matrix

1 次查看（过去 30 天）
Bashir Mohammad Sabquat Bahar Talukder
编辑： Bish Erbas 2018-9-26
Let's see an example:
>>x = rand(4)
x =
0.8147 0.6324 0.9575 0.9572
0.9058 0.0975 0.9649 0.4854
0.1270 0.2785 0.1576 0.8003
0.9134 0.5469 0.9706 0.1419
>>coeff1=pca(x)
coeff1 =
0.6374 0.1376 -0.1798
0.1070 0.4092 0.9047
0.6684 0.2762 -0.1656
-0.3682 0.8587 -0.3490
>>coeff2 = pcacov(cov(x))
coeff2 =
0.6374 0.1376 -0.1798 0.7365
0.1070 0.4092 0.9047 0.0518
0.6684 0.2762 -0.1656 -0.6705
-0.3682 0.8587 -0.3490 0.0729
From my understanding, coeff1 and coeff2 should be the same. What is wrong here?

请先登录，再回答此问题。

采纳的回答

Bish Erbas
Bish Erbas 2018-9-26
编辑：Bish Erbas 2018-9-26
x=rand(4);
c1=pca(x,'algorithm','eig','economy',false)
d1=pcacov(cov(x))
If you use the eig algorithm and set economy to false, outputs will be equal.
Reference:
https://www.mathworks.com/help/stats/pca.html

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Dimensionality Reduction and Feature Extraction 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by