Okay, given that questions and audience participation are the flavour du jour, here's one for you: Given I have a rather large number of items each associated with a vector of high dimension, does anybody know the algorithm to perform Principal Component Analysis on my dataset to get a the principal components themselves, and b the positions of my items in principal component space? I've been hunting on the www, but nothing's jumping out. Tell me?
Okay, given that questions and audience participation are the flavour du jour, here's one for you: Given I have a rather large number of items each associated with a vector of high dimension, does anybody know the algorithm to perform Principal Component Analysis on my dataset to get a the principal components themselves, and b the positions of my items in principal component space? I've been hunting on the www, but nothing's jumping out. Tell me?