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Article #649

Principal Component Analysis (was: Principle Components Analysis)

#649
From: J A Stephen Viggiano
Date: Tue, 06 Oct 1992 14:21
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In article <BvIqDK.9EK@csn.org> sullivan@teal.csn.org (Steve Sullivan) writes:

>I'm interested in learning about principle components
>analysis, but none of the profs I've talked to have
>any references.

I don't think you'll find anything on "principle components analysis," but
there should be a lot on "principal component analysis." Please don't
consider this a flame in any way, shape, or form -- I just want to help get
you on the right track.

Edward (Ted) Jackson, of Eastman Kodak, wrote a three-part series on PCA for
the _Journal_of_Quality_Technology_ which appeared in 1981. It's a great
introduction. I think he also wrote a book on the subject.

There are a variety of books on a related topic, Factor Analysis. Be advised
that this is only a related topic; PCA is only treated as a special case, if
at all. One of the best is the Third Edition of _Modern_Factor_Analysis_ by
Harry Horace Harmon. BTW, Part 3 of Ted Jackson's series in JQT covers
Factor Analysis.

Finally, there are books on multivariate analysis that discuss PCA.
Gnanadesikan's _Methods_for_Statistical_Data_Analysis_of_Multivariate_
_Observations_ provided me with a starting point for my thesis work on
non-linear PCA about 8 or 9 years ago.

Good luck!
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From: jsvrc@rc.rit.edu (J A Stephen Viggiano)
Subject: Principal Component Analysis (was: Principle Components Analysis)
Message-ID: <1992Oct6.142123.22492@ultb.isc.rit.edu>
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