[R] Same eigenvalues but different eigenvectors using 'prcomp' and 'principal' commands
Ben Bolker
bbolker at gmail.com
Thu Mar 14 13:42:45 CET 2013
Arlindo Meque <mequitomz <at> yahoo.com.br> writes:
>
>
> Dear all,
>
> I've used the 'prcomp' command to
> calculate the eigenvalues and eigenvectors of a matrix(gg).
>
> Using the command 'principal' from the
> 'psych' package I've performed the same exercise. I got the same
> eigenvalues but different eigenvectors. Is there any reason for that
> difference?
[snip]
eigenvectors are only defined up to a scale factor. prcomp is
scaling them so that the sum of squares is 1; I haven't bothered
to see how principal() is scaling them (maybe the documention says).
(1,1) and (-1,1) , or (1,1) and (1,-1), would have been
equally valid choices.
Ben Bolker
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