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A computational procedure for the method of principal components |
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| Authors: | Merrill M. Flood |
| Affiliation: | (1) Princeton University, USA |
| Abstract: | Ann-rowed correlation matrix may be thought of as an ellipsoid inn-dimensional space with its center at the origin. The principal components of the matrix are essentially the semi-axes of the ellipsoid. A direct and simple method of computing the lengths and directions of these semi-axes is presented. |
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