Monthly Archives: January 2013


Linear Algebra Involved Given, the data set X(mxn matrix) where m is the number of measurement types and n is the number of samples.Mathematically ,the goal is to find some orthonormal matrix P in Y=PX such that  is a diagonal matrix.The rows of P are the principal components of X. Let’s state some elementary linear […]


*The goal of this tutorial is to both provide an intuitive feel for PCA, and a thorough discussion of  this topic. INTRODUCTION  AND INTUITION Principal Component Analysis is a standard tool in modern data analysis in diverse fields from neuroscience to computer graphics because it’s a simple, non parametric method for extracting relevant information from confusing […]