Abstract

Abstract The Non‐linear Iterative Partial Least Squares (NIPALS) algorithm is used in principal component analysis to decompose a data matrix into score vectors and eigenvectors (loading vectors) plus a residual matrix. NIPALS starts with some guessed starting vector. The principal components obtained by NIPALS depends on the starting vector; the first principal component could not always be computed. Wold has suggested a starting vector for NIPALS, but we have found that even if this starting vector is used, the first principal component cannot be obtained in all cases. The reason why such a situation occurs is explained by the power method. A simple modification of the original NIPALS procedure to avoid getting smaller eigenvalues is presented.

Keywords

Principal component analysisEigenvalues and eigenvectorsMathematicsResidualMatrix (chemical analysis)Simple (philosophy)AlgorithmApplied mathematicsIterative methodPower iterationPrincipal (computer security)Computer scienceStatistics

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Publication Info

Year
1990
Type
article
Volume
4
Issue
1
Pages
97-100
Citations
43
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Closed

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Yoshikatsu Miyashita, Toshiaki Itozawa, Hiroyuki Katsumi et al. (1990). Comments on the NIPALS algorithm. Journal of Chemometrics , 4 (1) , 97-100. https://doi.org/10.1002/cem.1180040111

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DOI
10.1002/cem.1180040111