¥PCs and their
variances may be found by calculating eigenvectors
and eigenvectors of either (a) a covariance
matrix or (b) a correlation matrix
(a)Corresponds
to successively maximising variances of
linear combinations of the raw variables
(b)Corresponds to standardising each variable to have unit variance before the successive maximisation
¥NOTE: there is no
simple relationship between the PCs found from
the two types of matrix
¥