Principal Component Analysis

Class notes

<pdfreflow> class_date = 16 September 2011 [1.65 Mb] button_label = Create my projector slides! show_page_layout = 1 show_frame_option = 1 pdf_file = lvm-class-2.pdf </pdfreflow>

Class preparation

• Reading for class 2
• Linear algebra topics you should be familiar with before class 2 (16 September):
  • matrix multiplication
  • that matrix multiplication of a vector by a matrix is a transformation from one coordinate system to another (we will review this in class)
  • linear combinations (read the first section of that website: we will review this in class)
  • the dot product of 2 vectors, and that they are related by the cosine of the angle between them (see the geometric interpretation section)
• Optimization theory you should be familiar with before class 2 (16 September):
  • how an optimization problem is written
  • the Lagrange multiplier principle for solving simple, equality constrained optimization problems