the coeff of pca in matlab is not a p*p matrix -

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my data matrix x 4999*37152. use command in matlab: [coeff, score, latent, tsquared1, explained1] = pca(x);

the output: coeff 37152*4998, score 4999*4998, latent 4998*1. according http://www.mathworks.com/help/stats/pca.html, coeff should p*p. wrong code ?

as matlab documentation says, "rows of x correspond observations , columns correspond variables". feeding in matrix 4999 observations 37152 observations. geometrically, have 4999 points in 37152-dimensional space. these points contained in 4998-dimensional affine subspace, matlab gets 4998 directions there (each expressed vector 37152 components).

for more, see statistics site:

the matlab documentation written under assumption have @ least many observations variables, how people use pca.

of course, it's possible data has 37152 observations 4999 variables, in case need transpose x.


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