bugGNU Octave - Bugs: bug #56698, [octave forge](tisean) pca and...


bug #56698: [octave forge](tisean) pca and princomp inconsistent

Submitted by:  Muhali <muhali>
Submitted on:  Tue 30 Jul 2019 05:08:53 PM UTC  
Category:  Octave Forge Package Severity:  3 - Normal
Priority:  5 - Normal Item Group:  None
Status:  None Assigned to:  None
Originator Name:  Open/Closed:  Open
Release:  5.1.0 Operating System:  GNU/Linux

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Tue 30 Jul 2019 05:08:53 PM UTC, original submission:  

checking with

pkg load statistics tisean

x = randn(3, 2) ;

[COEFF,SCORE,LATENT] = princomp(x)

[EIGVAL, EIGVEC, TS] = pca(x)

assert(abs(COEFF), abs(EIGVEC), 1e-10)
assert(abs(LATENT), abs(EIGVAL(:,2)), 1e-10)
assert(abs(SCORE), abs(TS), 1e-10)

reveals that pca and princomp produce different results. princomp results, and output format, seem to be identical to Matlab.

Muhali <muhali>


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