Let's see an example:
>>x = rand(4) x = 0.8147 0.6324 0.9575 0.9572 0.9058 0.0975 0.9649 0.4854 0.1270 0.2785 0.1576 0.8003 0.9134 0.5469 0.9706 0.1419>>coeff1=pca(x) coeff1 = 0.6374 0.1376 -0.1798 0.1070 0.4092 0.9047 0.6684 0.2762 -0.1656 -0.3682 0.8587 -0.3490 >>coeff2 = pcacov(cov(x)) coeff2 = 0.6374 0.1376 -0.1798 0.7365 0.1070 0.4092 0.9047 0.0518 0.6684 0.2762 -0.1656 -0.6705 -0.3682 0.8587 -0.3490 0.0729
From my understanding, coeff1 and coeff2 should be the same. What is wrong here?
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