Labels:reckoner | sky OCR: Principal Components Definition Using principal component analysis reduces the dimensionality of set data, finding way to picture the structure of the data as completely as possible using as few variables as possible .For original variables, n principal components are formed as follows: The first principal component is the linear combination of the standardized original variables that has the greatest possible variance. Each subsequent principal component is the linear combination the standardized original variables that has the greatest possible variance and is uncorrelated with all previously defined components Each principal component is calculated by taking linear combination of an eigenvector of the correlation matrix with standardized original variable The eigenvalues show the varian ...
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