# pca

## Purpose

Principal Components Analysis

## Synopsis

    PCcoeff = pca(data)
    PCcoeff = pca(data, N)
    [PCcoeff, PCvec] = pca(data)

## Description

`PCcoeff = pca(data)` computes the eigenvalues of the covariance matrix of the dataset `data` and returns them as `PCcoeff`. These coefficients give the variance of `data` along the corresponding principal components.

`PCcoeff = pca(data, N)` returns the largest `N` eigenvalues.

`[PCcoeff, PCvec] = pca(data)` returns the principal components as well as the coefficients. This is considerably more computationally demanding than just computing the eigenvalues.

## See Also

`eigdec`, `gtminit`, `ppca`

Pages: Index

Copyright (c) Ian T Nabney (1996-9)