Re: Principal component analysis by several decomposition

[onewayenzyme]

Thank you for your reply.

My major issue now is:

by eigendecomposition of the covariance matrix, says Xm in my example, I
obtain PCs from

W=V'*Xm' (ordering the eigenvectors in V according to eigenvalues); 

however according to svd

[U S T]=svd(Xm);
PC=T';

but W does not match with the PCs obtained after SVD.

Which are the relationships among the matrices obatined by
eigendecomposition and SVD? In particular how can I get the same PCs and
coefficients from the two decomposition in such a way thay are equal?

 





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