Error message while Using PCA function in Matlab

Dear All,

I am using the matlab existing function> PCA to compute the PCs for matrix X (26, 5000), so 26 observations and 5000 variables.

But matlab gives the warning message as below @@Warning: Columns of X are linearly dependent to within machine precision. Using only the first 243 components to compute TSQUARED.

Does this mean the function only takes the first 243 variables to compute the PCs?

[Biraj Bhandari]

https://stackoverflow.com/questions/27997736/matlab-warns-columns-of-x-are-linearly-dependent-to-within-machine-precision

Answer 1

[John D'Errico]

NO. The warning does NOT mean what you asked. There is no problem.

With only 26 data points, there are only at MOST 26 independent columns anyway. That it went down to 243 components only means that the author was conservative in the coding. A component is a linear combination of your variables. So they could have arguably stopped at the first 26 linear combinations and have been safe in the analysis.

So don't worry. The PCA will be entirely valid, using all 5000 variables, finding linear combinations of those variables.

Answer 2

[Skirt Zhang]

Thanks for your answer, John