PCA problem in R
Hi. I have two comments on this. Quoting Prof Brian Ripley <ripley at stats.ox.ac.uk>:
On Sat, 13 Aug 2005, Alan Zhao wrote:
When I have more variables than units, say a 195*10896 matrix which has 10896 variables and 195 samples. prcomp will give only 195 principal components. I checked in the help, but there is no explanation that why this happen.
There is not even a definition of a PC in the help. Did you read the references? This is what they are given for!
I don't know if it's too simple and introductory for the OP, but I quite like Lindsay Smith's intro to PCA. http://www.cs.otago.ac.nz/cosc453/student_tutorials/principal_components.pdf
Can we get more than 195 PCs for this case? Thank you very much.
Check out the theory in the references. You can, but all the remaining ones are constant across samples and not uniquely defined. You are likely to have trouble storing the coefficients (10701x10896 is 800Mb). It would be better to do whatever you intend to do with them without explicitly computing them.
I've been using prcomp on data with 50 samples and 8000 variables. That completes in acceptable time on a very modest (XP2000+/512M/rh9) machine. Though, I note that I only have 1/4 of the samples of the OP. Cheers, Ross-c