PCA on square matrix

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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?

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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

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