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Re: Principal component analysis [message #57148 is a reply to message #57146] Wed, 05 December 2007 06:36 Go to previous messageGo to previous message
Haje Korth is currently offline  Haje Korth
Messages: 651
Registered: May 1997
Senior Member
David,
I read your article three times to not embarass myself here. (I am omitting
the smiley here) IMSL_PRINC_COMP is part of the IDL Analyst library. I dug a
little further and this is what I found the IMSL routine gives the same
eigenvectors as obtained form EIGENQL(a). However, in PCOMP the call to get
the eigenvalues is EIGENQL(CORRELATE(a)). So which set is the correct one to
use?

Haje



"David Fanning" <news@dfanning.com> wrote in message
news:MPG.21c063d562d85c4a98a126@news.frii.com...
> Haje Korth writes:
>
>> I am puzzled by principal component analysis. I calculated the
>> eigenvalues
>> using both PCOMP and IMSP_PRINC_COMP routines. Could someone enlighten me
>> why the results are completely different? I have tried different keywords
>> to
>> see whether I can match them by trial and error, but I had no success.
>> There
>> must be someone out there who undertstands this much better than I do.
>
> Did you read this article:
>
> http://www.dfanning.com/code_tips/pca.html
>
> I don't know what IMSP_PRINC_COMP is, but the article
> will maybe help you come to terms with how different
> PCA approaches might be different.
>
> Cheers,
>
> David
> --
> David Fanning, Ph.D.
> Fanning Software Consulting, Inc.
> Coyote's Guide to IDL Programming: http://www.dfanning.com/
> Sepore ma de ni thui. ("Perhaps thou speakest truth.")

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