Does the sign of the vectors returned by PCA have any significance after I center my variables?
Asked
Active
Viewed 1,545 times
4
-
2Short answer: no. Both the negative and the positive vectors are valid Principal Components. – Paul Hiemstra Dec 16 '11 at 08:59
1 Answers
2
No, they are not important. From Wikipedia on SVD:
Non-degenerate singular values always have unique left and right singular vectors, up to multiplication by a unit phase factor (for the real case up to sign).
So the signs of the principal components (which correspond to singular vectors) are undetermined.
cyborg
- 541