TableOfReal: To Configuration (pca)...
Calculates a Configuration based on the principal components from the selected TableOfReal.
Number of dimensions
determines the number of dimensions of the resulting Configuration.
We form principal components without explicitly calculating the covariance matrix C = M′·M, where M is the matrix part of the TableOfReal.
1. Make the singular value decomposition of M. This results in M = U·d·V′.
2. Sort singular values d and corresponding row vectors in V (descending).
3. The principalComponentij = ∑k=1..numberOfColumns Mik · Vjk.
The resulting configuration is unique up to reflections along the new principal directions.
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© djmw, September 9, 1998