matlab中princomp和pcacov的区别在哪?

来源:百度知道 编辑:UC知道 时间:2024/05/25 13:11:41
matlab中princomp和pcacov的区别在哪?
我用两个函数作出的主成分是一样的,为什么两个特征值不一样?两个特征值之间是什么关系?

SVD (used in PRINCOMP) and EIG (used in PCACOV) just happen to pick opposite
signs for the singular/eigen vectors in this case. It's actually a little
surprising that they pick opposite sign for all of the PCs, but there you go.
BIPLOT enforces a sign convention (lines 99-104 of the current version), but
that's just to make a nicer-looking picture. In real applications that I'm
familiar with, the sign of the PC loadings shouldn't matter.