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Principal Component Using Matrix
Data Entry for using Matrix The data is a symmetrical matrix (rows=columns) - The matrix can be a covariance or a correlation matrix - Each column and each row represent a variable - Each cell the matrix coefficient between variables
Press WH, Flannery VP, Teukolsky SA, Vetterling WT (1989). Numerical Recipes in Pascal. Cambridge University Press IBSN 0-521-37516-9 p.395-396 and p.402-404. Jacobi method for finding Eigen values and Eigen vectors