# [R] prcomp(): How do I multiply two matrices

peter dalgaard pdalgd at gmail.com
Fri Oct 7 20:42:05 CEST 2016

```You need to check your theory, and the dimensions of your data structures. Typically, data is (n x p) and your rotation matrix is (p x p) so pre-multiplying  by coef1 fits like a round peg in a square hole. Post-multiplying has a better chance, but I have long forgotten whether you need to transpose the rotation matrix first.

- Peter D.

> On 07 Oct 2016, at 20:24 , T.Riedle <tr206 at kent.ac.uk> wrote:
>
> Dear R-users,
>
> I am trying to do a principal components analysis using the attached data. My code looks as follows. I want to calculate the time series of the principal components (PC) . To this end, I transform the coefficients and the data into matrices and employ a matrix multiplication but it does not work.
>
>
>
> data<-equityfunds[,-1]
>
> PC<-prcomp(data)
>
> coef1<-PC\$rotation
>
> data<-as.matrix(data)
>
> PC1<-coef1 %*% data
>
>
>
> This is the error message I get.
>
> Error in coef1 %*% data : non-conformable arguments
>
>
>
> So, what is wrong with my code? How do I multiply the coefficients with the observations?
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--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
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Office: A 4.23
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com

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