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What are the mathematical steps to get loadings and scores matrices of a 3x3 matrix basing of PCA and what is the relationship relating eigenvalues eigenvectors with loadings and score?

mdewey
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t.hicham
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  • Some additional details would be helpful... – Giuseppe Biondi-Zoccai Feb 20 '17 at 12:23
  • Thanks Mr @Joe_74. i would like to know the mathematical formula to get loadings matrix. let's say that i have the following matrix A=[5,6,9;11,2,6;14,-2,6]. by using Matlab loadings matrix is defined as 0.7868 -0.2182 -0.5824 -0.5723 -0.2044 0.7905 my question is what are steps to follow in order to get loadings matrix. – t.hicham Feb 20 '17 at 12:32
  • dear @amoeba the explanation in the evoked link is quite difficult and didnt include formula of how to get Loadings matrix. taht's why i'm looking for simple explanation with example. thank you so much for your reply. – t.hicham Feb 20 '17 at 13:59
  • Do you know what eigendecomposition is? Do you know how to compute eigenvectors? Or are you basically asking what is the formula for eigenvectors? – amoeba Feb 20 '17 at 14:18
  • Did you see this answer in the linked thread? http://stats.stackexchange.com/a/150978 It has an example. – amoeba Feb 20 '17 at 14:19
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    Thank you so much @amoeba. i find what i was looking for since a while thanks to you explanation. – t.hicham Feb 20 '17 at 15:01

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