主成分分析练习（PCA）

原始数据：

程序：

import numpy as np
def pca(data):
    row = np.size(data, 0) #行
    col = np.size(data, 1) #列
    avg = np.zeros([1, col])
    for i in range(col):
        avg[0, i] = np.mean(data[:, i])
    for i in range(col):
        data[:, i] = data[:, i] - avg[0, i]
    mat=np.cov(data,rowvar=False)
    print("mat:",mat)
    eigenvalue, featurevector = np.linalg.eig(mat)
    print("协方差矩阵:",mat)
    print("特征值：", eigenvalue)
    print("特征向量：", featurevector)
    featurevector=np.transpose(featurevector)
    finaldata=np.dot(data,featurevector[np.argmax(eigenvalue)])
    print("最终结果",finaldata)

data=np.array([[2.5, 2.4],
    [0.5, 0.7],
    [2.2, 2.9],
    [1.9, 2.2],
    [3.1, 3],
    [2.3, 2.7],
    [2, 1.6],
    [1, 1.1],
    [1.5, 1.6],
    [1.1, 0.9]])
pca(data)

运行结果：