MML Discourse archived in May, 2026

Geometric PCA

mark

Consider the data matrix

X = \begin{bmatrix} -2 & 0 \\ 2 & 0 \\ 0 & 1 \\ 0 & -1 \end{bmatrix}.

Sketch the data. Can you see the principal components? What are they?

User 003

Based on the plot below, the largest variance is along the x-axis. So the first and second principal components are the x-axis and y-axis, respectively.

❤️ 1