Abstract
In this chapter, principal component analysis (PCA) is reformulated. The loss function to be minimized is the same as that in the previous chapter, but the constraints for the matrices are different.
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Adachi, K. (2020). Principal Component Analysis (Part 2). In: Matrix-Based Introduction to Multivariate Data Analysis. Springer, Singapore. https://doi.org/10.1007/978-981-15-4103-2_6
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DOI: https://doi.org/10.1007/978-981-15-4103-2_6
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Online ISBN: 978-981-15-4103-2
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