On Thu, 2009-05-07 at 00:12 -0400, Patrick Gedeon wrote:
> matrix covar name covmat out covmat-ca.dat .CA
>
> analyze matrix covmat out evecs-ca.dat vecs 2
>
>
> Will evecs-ca.dat contain simply the first two eigenvectors calculated or
> the 2 eigenvectors with the highest eigenvalues and therefore the first two
> principle components?
Yes, the first n eigenvectors will be the ones with the highest
eigenvalues neatly ordered from highest to lowest in the output.
Requesting only 2 vectors will therefore indeed give you the first two
principle components. You can easily check that by requesting the
calculation of all possible eigenvalue/eigenvector pairs. The
computational cost is the same.
Hannes.
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Received on Wed May 20 2009 - 15:00:44 PDT
