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njit-etd2003-081 - New Jersey Institute of Technology

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110<br />

The mathematical solution for the coefficients was derived by Hotelling [56].<br />

The solution is illustrated graphically in Figure 3.17. Principal components analysis<br />

amounts to rotating the original X1 and X2 axes to new C1 and C2 axes. The angle <strong>of</strong><br />

rotation is determined uniquely by the requirements just stated. For a given point x 1 ,<br />

x 2 (see Figure 13.2) the values <strong>of</strong> C 1 and C2 are found by drawing perpendicular lines to<br />

the new C, and C2 axes. The N values <strong>of</strong> C 1 thus obtained will have the greatest<br />

variance according to requirement 1. The N values <strong>of</strong> C, and<br />

C2 will have a zero<br />

correlation.<br />

Figure 3.17 Principal component analysis illustration.

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