The Second Component: Deflation and Another Power Iteration
This lesson is part of the course
In this lesson
You remove PC1 from R (deflation), run the power iteration on what is left to get v₂, then compute λ₂ and the variance PC1 and PC2 explain together.
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Lessons in this course
- Standardising Variables: z-Scores before PCA Locked
- Covariance & Correlation Matrices with MMULT and TRANSPOSE Locked
- Power Iteration: the First Eigenvector with Repeated MMULT Locked
- Eigenvalue & Explained Variance: How Much Does PC1 Capture? Locked
- The Second Component: Deflation and Another Power Iteration Locked
- Scree Plot & Cumulative Variance: How Many Components? (with a Chart) Locked
- Component Scores & Loadings: Placing and Naming the Cities (with a Chart) Locked
- Reconstruction Error: What You Lose with k Components Locked