PCA input matrix dimensions

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Tahariet Sharon
Tahariet Sharon on 12 Nov 2017
Commented: Tahariet Sharon on 13 Nov 2017
Hi,
The formula for PCA is X=UV, where X is a pxn matrix (columns: observations; rows: variables), U (the coeff matrix) is a pxp matrix, and V (scores) is a pxn matrix. However, in Matlab the input should be transposed (this is, a nxp matrix, where columns are the variables, and not observations). I wonder why the consistency of the original formula was changed. Thank you.
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Walter Roberson
Walter Roberson on 12 Nov 2017
"Consider a data matrix, X, with column-wise zero empirical mean (the sample mean of each column has been shifted to zero), where each of the n rows represents a different repetition of the experiment, and each of the p columns gives a particular kind of feature (say, the results from a particular sensor)."
That is columns as variables and rows as observations, the same order that MATLAB uses.
Tahariet Sharon
Tahariet Sharon on 13 Nov 2017
Thanks you, Walter. So if X is time x sensors, then COEFF is time x PCs?

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