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Dimensional reduction by PCA

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Berbia
Berbia am 29 Jan. 2013
Beantwortet: Nikos Mp am 15 Sep. 2017
I have an vector x whose dimension has to be reduced to 5 x 50 by PCA.
[5,500]=size(x);
while giving the no_dimns=50 I faced a problem
Warning: Target dimensionality reduced to 5.
Is it possible to reduce the dimension of matrix from 5 x 500 to 5 x 50??

Akzeptierte Antwort

Shashank Prasanna
Shashank Prasanna am 29 Jan. 2013
I think that the code expects you provide x' or x transpose where the rows are 500 and columns are 5
  8 Kommentare
Shashank Prasanna
Shashank Prasanna am 1 Feb. 2013
It appears the file in your link doesn't reconstruct but just gives you the reduced scores, which means you can do:
[pc,score,latent,tsquare] = princomp(X);
red_dim = score(:,1:50);
PCARES actually reconstructs the scores back to the original basis.
Berbia
Berbia am 1 Feb. 2013
I thank you for your prompt response.

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Nikos Mp
Nikos Mp am 15 Sep. 2017
2 questions: 1.So we take the scores or the reconstructed data? 2.P.Component = feature ? So we choose the best PComponents?

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