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Re: PCA in Octave

From: Juan Pablo Carbajal
Subject: Re: PCA in Octave
Date: Tue, 20 Oct 2020 08:49:41 +0200

On Thu, Oct 15, 2020 at 10:41 PM ilja <> wrote:
> In the literature, there are several versions of Principal Components
> Analysis mentioned.
> Conventional, probabilistic, kernel.
> Which of them is implemented in Octave ?
> Regards
> Ilja

Most likely you will find the conventional and probabilistic from
(they differ on the normalization only).
These flavors are just the massaged output of SVD [1]. I have some
very incomplete notes on this [2], as well, use carefully.

For kernel pca, you can check the web, e.g.
If you are using PCA for system reduction check the empirical gramian


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