[Octave-bug-tracker] [bug #56698] [octave forge](tisean) pca and princomp inconsistent

[Muhali]

URL:
  <https://savannah.gnu.org/bugs/?56698>

                 Summary: [octave forge](tisean) pca and princomp inconsistent
                 Project: GNU Octave
            Submitted by: muhali
            Submitted on: Tue 30 Jul 2019 10:08:53 AM PDT
                Category: Octave Forge Package
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: None
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 5.1.0
        Operating System: GNU/Linux

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Details:

checking with


pkg load statistics tisean

x = randn(3, 2) ;

[COEFF,SCORE,LATENT] = princomp(x) 

[EIGVAL, EIGVEC, TS] = pca(x) 

assert(abs(COEFF), abs(EIGVEC), 1e-10)
assert(abs(LATENT), abs(EIGVAL(:,2)), 1e-10)
assert(abs(SCORE), abs(TS), 1e-10)


reveals that pca and princomp produce different results. princomp results, and
output format, seem to be identical to Matlab.





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