PCA was invented in 1901 by Karl Pearson, as an analogue of the principal axis theorem in mechanics; it was later independently developed and named by Harold Hotelling in the 1930s.Hotelling, H. (1933). Analysis of a complex of statistical variables into principal components. Journal of Educational Psychology, 24, 417–441, and 498–520. Depending on the field of application, it is also named the discrete Karhunen–Loève transform (KLT) in signal processing, the Hotelling transform in multivariate quality control, proper orthogonal decomposition (POD) in mechanical engineering, singular value decomposition (SVD) of X (invented in the last quarter of the 19th century), eigenvalue decomposition (EVD) of XTX in linear algebra, factor analysis (for a discussion of the differences between PCA and factor analysis see Ch. 7 of Jolliffe's Principal Component Analysis), Eckart–Young theorem (Harman, 1960), or empirical orthogonal functions (EOF) in meteorological science (Lorenz, 1956), empirical eigenfunction decomposition (Sirovich, 1987), quasiharmonic modes (Brooks et al., 1988), spectral decomposition in noise and vibration, and empirical modal analysis in structural dynamics.
pca was invented in 1901 by karl pearson as an analogue of the principal axis theorem in mechanics; it was later independently developed and named by harold hotelling in the 1930shotelling h (1933) analysis of a complex of statistical variables into principal components journal of educational psychology 24 417–441 and 498–520 depending on the field of application it is also named the discrete karhunen–loève transform (klt) in signal processing the hotelling transform in multivariate quality control proper orthogonal decomposition (pod) in mechanical engineering singular value decomposition (svd) of x (invented in the last quarter of the 19th century) eigenvalue decomposition (evd) of xtx in linear algebra factor analysis (for a discussion of the differences between pca and factor analysis see ch 7 of jolliffe's principal component analysis) eckart–young theorem (harman 1960) or empirical orthogonal functions (eof) in meteorological science (lorenz 1956) empirical eigenfunction decomposition (sirovich 1987) quasiharmonic modes (brooks et al 1988) spectral decomposition in noise and vibration and empirical modal analysis in structural dynamics