after apply pca on a matrix,does any way exist to understand each column refers to which column in initial matrix? ?
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hi i have an initial matrix A (63*9),i want to reduce it to 63*5,so i have used PCA:
[COEFF SCORE LATENT] = princomp(A);
pc=COEFF(:,1:5);
reduced-A=A*pc;
i use 'reduced-A' az my new matrix,is it true? and is there any way to find out each column in 'reduced-A' refer to which column in 'A'? for example the first column in 'reduced-A' come from which column in 'A'?
please help me
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