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

Preface to the Second EditionSince the first edition of the book was published, a great deal of new materialon principal component analysis (PCA) and related topics has beenpublished, and the time is now ripe for a new edition. Although the size ofthe book has nearly doubled, there are only two additional chapters. Allthe chapters in the first edition have been preserved, although two havebeen renumbered. All have been updated, some extensively. In this updatingprocess I have endeavoured to be as comprehensive as possible. Thisis reflected in the number of new references, which substantially exceedsthose in the first edition. Given the range of areas in which PCA is used,it is certain that I have missed some topics, and my coverage of others willbe too brief for the taste of some readers. The choice of which new topicsto emphasize is inevitably a personal one, reflecting my own interests andbiases. In particular, atmospheric science is a rich source of both applicationsand methodological developments, but its large contribution to thenew material is partly due to my long-standing links with the area, and notbecause of a lack of interesting developments and examples in other fields.For example, there are large literatures in psychometrics, chemometricsand computer science that are only partially represented. Due to considerationsof space, not everything could be included. The main changes arenow described.Chapters 1 to 4 describing the basic theory and providing a set of examplesare the least changed. It would have been possible to substitute morerecent examples for those of Chapter 4, but as the present ones give niceillustrations of the various aspects of PCA, there was no good reason to doso. One of these examples has been moved to Chapter 1. One extra prop-