origin做主成分分析图_主成分分析（PCA）

import numpy as np

from mpl_toolkits.mplot3d import Axes3D

import matplotlib.pyplot as plt

from numpy import *

x = random.normal(5,.5,1000)

y = random.normal(3,1,1000)

z=random.normal(0,1,1000)

a = x*cos(pi/4) + y*sin(pi/4)

b = -x*sin(pi/4) + y*cos(pi/4)

c =- z*sin(pi/4) + -y*cos(pi/4)

k=1

data=zeros((1000,3))

data[:,0]=a

data[:,1]=b

data[:,2]=c

m=mean(data,axis=0)

s=std(data,axis=0)

data=(data-m)/s

c=cov(transpose(data))

eigvalues,eigvectors=linalg.eig(c)

indexes=argsort(eigvalues)

indexes=indexes[::-1]

eigvectors=eigvectors[:,indexes]

eigvalues=eigvalues[indexes]

eigvectors=eigvectors[:,:k]

print(sum(eigvalues[:k])/sum(eigvalues))

x=dot(transpose(eigvectors),transpose(data))

y=(transpose(dot(eigvectors,x))+m)*s

fig=plt.figure()

ax=fig.add_subplot(111,projection='3d')

ax.scatter(y[:,0],y[:,1],y[:,2],c='b',marker='o')

ax.set_xlabel('X_label')

ax.set_ylabel('Y_label')

ax.set_zlabel('Z_label')

plt.show()

代码演示，如上。包括数据生成的方法。