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Different Result between using PCA from toolbox and using manually programmed PCA

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I try to compute PCA on my data. First, I do PCA on the data using function from toolbox. I also do PCA on the data using manual programmed function based my knowledge. First, I calculate covariance matrix of the data. Then, I find its eigenvalue and eigenvector.
PCA using function from toolbox:
[COEFF,SCORE,latent] = princomp(allData);
PCA using manually programmed function:
[V,D]=eig(cov(allData));
Both of those methods yield matrices called coefficient matrix, COEFF for the first and V for the second. Both have exactly same value, but have, sometime, different sign. Can someone explain to me?

Respuestas (1)

Wei Wang
Wei Wang el 28 de Nov. de 2012
PCA enforces a sign convention on the coefficients. The largest element in each column will have a positive sign.

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