Principal component analysis (PCA) is a linear dimensionality reduction technique. It reduces a multivariate dataset to a smaller set of constructed variables preserving as much information (as much variance) as possible. These variables, called principal components, are linear combinations of the input variables.
Principal component analysis is a technique to decompose an array of numerical data into a set of orthogonal vectors (uncorrelated linear combinations of the variables) called principal components. The first few principal components often suffice to grasp nearly all the multivariate variability of the data; therefore PCA is one of the data reduction / dimensionality reduction methods.
