Geoscience Reference
In-Depth Information
Fig. 9.1
Principal component analysis (PCA) illustrated for a bivariate scatter. h e original
xy
coordinate system is replaced by a new orthogonal system, where the i rst axis passes through
the long axis of the data scatter and the new origin is the bivariate mean. We can now reduce
the number of dimensions by dropping the second axis with little loss of information.
samples. Assume a data set that consists of measurements of
p
variables on
n
samples, stored in an
n
-by-
p
array.
h e columns of the array represent the
p
variables and the rows represent the
n
samples. At er rotating the axis and moving the origin, the new coordinates
Y
j
can be computed by
