where W is a p-by-p matrix of weights whose columns are the eigenvectors of XTX. The transpose of W is sometimes called the whitening or sphering transformation. Columns of W multiplied by the square root of corresponding eigenvalues, that is, eigenvectors scaled up by the variances, are called loadings in PCA or in Factor analysis.
where W is a p-by-p matrix of weights whose columns are the eigenvectors of XTX The transpose of W is sometimes called the whitening or sphering transformation. Columns of W multiplied by the square root of corresponding eigenvalues, that is eigenvectors scaled up by the variances are called loadings in PCA or in Factor analysis.