原理 Theory
Principal component analysis (PCA) is a statistical procedure that uses an orthogonal transformation to convert a set of observations of possibly correlated variables into a set of values of linearly uncorrelated variables called principal components.
其效果,一言以蔽之,就是 降维
。 PCA reduces the dimensionality (the number of variables) of a data set by maintaining as much variance as possible.
对于 p p 个样本,每个样本采集