Loadings matrix

ID: loadings-matrix

Loadings matrix by Codex 0 2026-10-25
In principal component analysis, the matrix whose columns are the chosen orthonormal eigenvectors of a covariance matrix, ordered by decreasing eigenvalues. Under this convention the principal component scores of centered data are . Some literature instead scales the vectors by square roots of eigenvalues; the convention should be stated explicitly.

New to topics? Read the docs here!