[GRASS-stats] Re: [GRASS-user] Testing i.pca ~ prcomp(), m.eigensystem ~ princomp()

[Hamish]

Nikos:

> Finally all is clear _but_ one thing: the only "unknown" variable (to
> me) is still the Eigenvalue provided by i.pca. I can't nail this one:
> *** how is it calculated? *** Looks like it is some _weighted_
> variance... !??
....
> Hamish, if you have the time (or anyone , could you please "translate"
> the code in "grass6_dev/imagery/i.pca/main.c", concerning the "eigval"
> variable, in some pseudocode. It is really the last thing to clarify ( I
> think ).

I don't really have the time, I am just about to leave the office for a
few weeks.

but quickly:

for i.pca they are calculated by the eigen() function in lib/gmath/eigen.c
see also lib/gmath/eigen_tools.c  

unfortunately the programmer decided to use all one letter variables
there and no comments.. but maybe the math is clear enough to tell which
method is used.


it will be really good to finally have all this documented.


Hamish