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Principal component analysis [message #57151]

Wed, 05 December 2007 06:00

Haje Korth
Messages: 651
Registered: May 1997

Senior Member

Hi,
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.

Thanks so much,
Haje

IDL> a=[[1,-2,-6],[-2,1,-3],[-6,-3,5]]
IDL> pca=pcomp(a,eigenvalues=ev) & print,transpose(ev)
2.24227 0.757732 0.000000
IDL> ev=imsl_princ_comp(a) & print,ev
9.53359 -5.19751 2.66392

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[Message index]

		Principal component analysis By: Haje Korth on Wed, 05 December 2007 06:00
		Re: Principal component analysis By: Haje Korth on Wed, 05 December 2007 09:02
		Re: Principal component analysis By: Haje Korth on Wed, 05 December 2007 08:51
		Re: Principal component analysis By: Vince Hradil on Wed, 05 December 2007 08:57

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