主æååæ (principal components analysis)â 髿¬¡å ã®ãã¼ã¿ãï¼ãã¼ã¿ã®åæ£ãæå¤§ã«ãªãããã«ï¼ä½æ¬¡å ã®ãã¼ã¿ã«å¤æããæ¹æ³ï¼æå¸«ãªãã®æ¬¡å åæ¸ã®ææ³ã¨ãã¦æãä¸è¬çï¼ p次å ã®ãã¼ã¿ãã¯ãã« \(\mathbf{x}_i\) ã\(n\)åéãã¦ï¼ \(n\times p\)ã®ãã¼ã¿è¡å \(X\) ãçæï¼ å¹³åãã¯ãã«ã¯ \(\mathbf{\bar{x}}_i=(1/n)\sum_i^n \mathbf{x}_i\)ï¼ \(\mathbf{1}_n\) ãé·ãã \(n\) ã®1ãã¯ãã«ã¨ãã¦ï¼\(\tilde{X}=X - \mathbf{1}_n \mathbf{\bar{x}}^\top\)ï¼ å ±åæ£è¡å㯠\(S=\frac{1}{n}\tilde{X}^\top\tilde{X}\)ï¼ å ±åæ£è¡åãæ¬¡å¼ã®ããã«åè§£ããï¼ \[S=A \La


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