| Re: Principal component analysis [message #57144 is a reply to message #57143] |
Wed, 05 December 2007 07:12   |
Vince Hradil
Messages: 574
Registered: December 1999
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Senior Member |
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On Dec 5, 8:00 am, "Haje Korth" <haje.ko...@nospam.jhuapl.edu> wrote:
> 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
From the HELP:
Syntax
Result = IMSL_PRINC_COMP(covariances [, /COV_MATRIX]
[, /CORR_MATRIX] [, CORRELATIONS=variable] [, CUM_PERCENT=variable] [,
DF=variable] [, /DOUBLE] [, EIGENVECTORS=variable] [,
STDEV=variable] )
Note that IMSL_PRINC_COMP requires that you pass the covariance or
correlation matrix - not the vectors.
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