[R] princomp and eigen

Rolf Turner rolf.turner at xtra.co.nz
Mon May 16 10:48:53 CEST 2011


On 16/05/11 17:44, Ooi Wen Fong wrote:
> Hi.
> I was comparing the components from  princomp's loadings and the eigen given
> the same input.
> I found that the sign of componenets (+/-) are opposite between the two
> components (from princmop and eigen) but the magnitudes are identical. Why?

[Why is the sky blue?  Why are fire engines red?  Why don't they teach
linear algebra these days?]

Because if A%*%x = lambda*x then

A%*%(-x) = lambda*(-x).

     cheers,

         Rolf Turner

P. S.  Why is a duck?  Answer:  Because the higher you go, the
vest has no sleeves.



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