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Re: [sc-users] Re: Data set/ Dimensional Reduction / PCA (Principal Component Analysis)




Yeah, PCA isn't that difficult. It can easily be done using the vector classes in MathLib. 

Probably less effort to just figure out how to implement the equation than trying to connect to an entirely separate programming environment just because somebody over there already figured it out.

On the other hand, there is a huge wealth of such things in python so having a working bridge would be nice.



On Fri, Jan 12, 2018 at 2:50 PM, <kewping@xxxxxxxxx> wrote:
Just sharing this link as is very good for understanding PCA from basic
mathematics. He discussed from basic mathematics terms (mean, variance,
co-variance, eigenvalue, eigenvector)

A Tutorial on Principal Component Analysis by Lindsay I Smith

https://klevas.mif.vu.lt/~tomukas/Knygos/principal_components.pdf





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