Principal Component Coefficients in princomp

Hi all, The first output of the princomp function is The Principal Component Coefficients(the normalized eigenvectors)and the second output is The Component Scores.I used this code:[_coefs,scores,variances,t2_] = princomp(sr); but the computed result of sr*coefs is not euqal to scores.Why? I am confused!How can I get the eigenvectors of the input matrix?

Thanks for all your kindly answering.

Answer 1

[Tom Lane]

The princomp function works on the centered data (variance/covariance matrix), so you need to remove the mean to reproduce the scores:

load hald
[a,b] = princomp(ingredients);
bsxfun(@minus,ingredients,mean(ingredients))*a

[yang yang]

I found this in Matlab Help:princomp centers X by subtracting off column means, but does not rescale the columns of X.Thus,x is preprocessed.I should use the result of preprossing of x to multiply

Principal Component Coefficients.I did it and they were equal(error less than e-12).