PCA

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(Rotating the Data)
(Rotating the Data)
Line 95: Line 95:
One of the properties of <math>\textstyle U</math> is that it is an "orthogonal" matrix, which means
One of the properties of <math>\textstyle U</math> is that it is an "orthogonal" matrix, which means
that it satisfies <math>\textstyle U^TU = UU^T = I</math>.  
that it satisfies <math>\textstyle U^TU = UU^T = I</math>.  
-
So if you ever need to go back from the rotated vectors <math>\textstyle x_{\rm rot}</math> back to the  
+
So if you ever need to go from the rotated vectors <math>\textstyle x_{\rm rot}</math> back to the  
original data <math>\textstyle x</math>, you can compute  
original data <math>\textstyle x</math>, you can compute  
:<math>\begin{align}
:<math>\begin{align}

Revision as of 23:14, 29 April 2011

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