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## PCA demonstration

**From**: |
Hamish Allan |

**Subject**: |
PCA demonstration |

**Date**: |
Fri, 22 Apr 2005 00:01:52 +0100 |

Hi,

`I'm sorry to be asking this question, as I'm sure I could work out the
``answer eventually, but I'd really like to get this done tonight for a
``paper I need to get written in the next couple of days.
`

`I need to create a visual demonstration what PCA does. I have a
``scatterplot:
`
n = 20;
d = [1:n; 1:n]' + randn(n, 2);
scatterplot(d)

`So, the data lies along a straight diagonal line with a bit of gaussian
``noise thrown in, and I want also to plot (on the same graph) the line
``showing the principle component (i.e., following the line of the data),
``and then lots of little lines (preferably dotted!) perpendicular to
``that, joining each datapoint to it (i.e., showing the projection from 2
``dimensions into 1).
`

`As I say, I'm sure with a gnuplot manual and a bit of time I could work
``out how to do this, but I wondered if any kind soul on the list, of
``whom there are many who could probably do this blindfolded before
``breakfast, could help me out?
`
Many thanks,
Hamish
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**PCA demonstration**,
*Hamish Allan* **<=**