Jolliffe I. Principal Component Analysis (2ed., Springer, 2002)(518s)

Appendix AComputation of Principal ComponentsThis Appendix is the only part of the book that has shrunk compared to thefirst edition, where it consisted of two sections. The first described efficientmethods for deriving PCs, that is efficient techniques from numerical analysisfor calculating eigenvectors and eigenvalues of positive semi-definitematrices; the second section discussed the facilities for computing PCs,and performing related analyses, which were then available in five of thebest known statistical computer packages.The first topic has been updated in this edition and some general commentson the second topic are included. However much of the detail onthe latter topic has been removed from this edition, mainly because suchmaterial rapidly becomes out of date. This is readily illustrated by twoquotations from the first edition.Despite the likelihood that personal computers will become themain tool for ...users of PCA ...[it] is still usually carried outon mainframe computers ...[T]heauthor has no experience yetof PCA on personal computers.MINITAB does not have any direct instructions for finding PCs.Five packages were described in the first edition—BMDP, GENSTAT,MINITAB, SAS and SPSS X . Since then a number a new packages or languageshave appeared. Perhaps the biggest change is the greatly expandeduse by statisticians of S-PLUS and its ‘open source’ relative R. The MAT-LAB software should also be mentioned. Although it is not primarily astatistical package, it has found increasing favour among statisticians as a