Finding Principal components from eigen vector matrix
Mostrar comentarios más antiguos
I am using the following code to find the principal components train_set=xlsread('xdata.xlsx'); coef=pca(train_set); c=cov(coef); [V,D]=eig(c); here train_set is 100x6 data matrix and coef is 6x6 matrix c is also 6x6 matrix v is also a 6x6 matrix which is the eigen vector and D is the diagonal eigen value matrix.
I am trying to find the 6 principal components and I cannot seem to find how? I know I am supposed to find the greatest eigen vector corresponding to the eigen value as my first principal component. I would appreciate if somebody could help me with this.
Respuestas (1)
KALYAN ACHARJYA
el 20 de Oct. de 2018
Editada: KALYAN ACHARJYA
el 20 de Oct. de 2018
0 votos
There are multiple answers related to your question.
Have you checked here.
From the last part, you can follow the steps to finding the PCA components from eig.
% dd are the eigenvalue for both L=dbx'*dbx and C=dbx*dbx'; [vv dd]=eig(L);
Categorías
Más información sobre Dimensionality Reduction and Feature Extraction en Centro de ayuda y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!