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PrincipalComponents[matrix]

transforms elements of matrix into principal components.

Details and Options
Details and Options Details and Options
Examples  
Basic Examples  
Options  
Method  
WorkingPrecision  
See Also
Tech Notes
Related Guides
Cite this Page
MultivariateStatistics`
MultivariateStatistics`

PrincipalComponents

As of Version 8, PrincipalComponents is part of the built-in Wolfram Language kernel.

PrincipalComponents[matrix]

transforms elements of matrix into principal components.

Details and Options

  • To use PrincipalComponents, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
  • PrincipalComponents gives the principal component transform of matrix.
  • The principal components of matrix are linear transformations of the original columns into uncorrelated columns arranged in order of decreasing variance.
  • The dimensions of PrincipalComponents[matrix] are the same as the dimensions of matrix.
  • The following options can be given:
  • Method Covariancescaling method for decomposition
    WorkingPrecision MachinePrecisionthe precision used in internal computations
  • Possible values of Method are Covariance and Correlation.

Examples

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Basic Examples  (1)

Wolfram Language code: Needs["MultivariateStatistics`"]

Principal components for bivariate data:

Wolfram Language code: PrincipalComponents[{{1, 2}, {2, 3}, {4, 10}}]

Options  (2)

Method  (1)

Wolfram Language code: Needs["MultivariateStatistics`"]

Principal components using correlation scaling:

Wolfram Language code: PrincipalComponents[{{1, 2}, {2, 3}, {4, 10}}, Method -> Correlation]

WorkingPrecision  (1)

Wolfram Language code: Needs["MultivariateStatistics`"]

Precision-20 principal components:

Wolfram Language code: PrincipalComponents[{{1, 2}, {2, 3}, {4, 10}}, WorkingPrecision -> 20]
Wolfram Research (2007), PrincipalComponents, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html.

Text

Wolfram Research (2007), PrincipalComponents, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html.

CMS

Wolfram Language. 2007. "PrincipalComponents." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html.

APA

Wolfram Language. (2007). PrincipalComponents. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html

BibTeX

@misc{reference.wolfram_2026_principalcomponents, author="Wolfram Research", title="{PrincipalComponents}", year="2007", howpublished="\url{https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html}", note=[Accessed: 15-June-2026]}

BibLaTeX

@online{reference.wolfram_2026_principalcomponents, organization={Wolfram Research}, title={PrincipalComponents}, year={2007}, url={https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html}, note=[Accessed: 15-June-2026]}