주성분 분석

introduction

• The principal components of matrix are linear transformations of the original columns into uncorrelated columns arranged in order of decreasing variance

memo

• https://math.stackexchange.com/questions/3869/what-is-the-intuitive-relationship-between-svd-and-pca
• https://mathematica.stackexchange.com/questions/50987/principal-components-how-to-obtain-linear-transformations

related items

• Singular value decomposition

computational resource

• https://drive.google.com/file/d/0B8XXo8Tve1cxT0hBUmdPLUd1VHM/view