| Principal Componets Analysis [message #55733 is a reply to message #55509] |
Mon, 03 September 2007 17:33   |
David Fanning
Messages: 11724
Registered: August 2001
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Senior Member |
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David Fanning writes:
> Well, I'm ashamed to say, I had read part's of Mort's book
> earlier in the week and found I needed, well, more remedial
> help. Quite frankly, I didn't understand a word of it. :-(
>
> The Lindsay Smith tutorial, on the other hand, was crystal
> clear (http://tinyurl.com/3aaeb6). So much so that I came
> back to my office and wrote up the example in IDL, just
> to see if I could follow it.
Well, I'm back, this time with a spelling of "principal"
that might even make this discussion of Principal Components
Analysis (PCA) available to people who can spell correctly
on Google searches. (And I have bookmarked the difference
between "principle" as a fundamental truth or law, and
"principal" as the first in rank, in my dictionary. How
you get to be my age without knowing this is beyond me.)
I've been pretty much obsessed with PCA for the past couple
of weeks. For one thing, I felt badly about telling Mort
I couldn't understand a word of his excellent book. (It
does grow on you when you finally find yourself up to
speed again on some of the mathematical notations.)
Anyhow, I've wanted to understand this. Probably for the
same reason I've been studying Spanish so diligently
lately: it just seems like it might come in handy some
day. Does anyone know if they use PCA in Costa Rica?
PCA *is* fairly straightforward. At least after you
understand it, it is. Getting there is something else.
I suspect there are more of you out there like me who
would appreciate a--shall we say--less mathematical
approach to the subject.
I found MUCH became clear after reading the above
mentioned Lindsay Smith tutorial:
http://tinyurl.com/3aaeb6
But there were still a few unresolved problems for me.
One of these was why there are two ways to do PCA in
IDL, and why you don't get the same answer when you use
them. I discovered, eventually, that you DO get the same
answer, but this took me a whole lot longer to figure
out than it probably should have.
I also wanted to understand the use of PCA for images,
so I looked into that a little bit, too.
All this to say that I have written what I am calling
a PCA Tutorial, although that is probably a lofty title
for a piece of writing that is more like the blind leading
the blind. :-)
I would appreciate feedback on this from those of you
who know a lot more about it than I do. I tried to let
the Smith tutorial do the heavy theoretical lifting.
What I wanted to know was how to do this in IDL. So that
is the focus here. (I did find what I think is an error
in the Smith tutorial, for what it is worth.)
You can find the tutorial here:
http://www.dfanning.com/code_tips/pca.html
Any and all comments welcome.
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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