有人知道PCA(principle component analysis)主要成分分析是怎么回事吗？

主成分分析：
下载http://www.cs.otago.ac.nz/cosc453/student_tutorials/principal_components.pdf
方法：

Step 1: Get some data
In my simple example, I am going to use my own made-up data set. It’s only got 2
dimensions, and the reason why I have chosen this is so that I can provide plots of the
data to show what the PCA analysis is doing at each step.
The data I have used is found in Figure 3.1, along with a plot of that data.
Step 2: Subtract the mean
For PCA to work properly, you have to subtract the mean from each of the data dimensions.
The mean subtracted is the average across each dimension. So, all the < values
have < (the mean of the < values of all the data points) subtracted, and all the = values
have = subtracted from them. This produces a data set whose mean is zero.
主成分分析(pri