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COMMENTS ON THE NIPALS ALGORITHM
作者姓名:YOSHIKATSU  MIYASHITA  TOSHIAKI  ITOZAWA  HIROYUKI  KATSUMI  SHIN-ICHI  SASAKI
作者单位:YOSHIKATSU MIYASHITA TOSHIAKI ITOZAWA HIROYUKI KATSUMI SHIN-ICHI SASAKI Department of Knowledge-Based Information Engineering,Toyohashi University of Technology,Tempaku.Toyohashi 440,Japan
摘    要:The Non-linear lterative Partial Least Squares(NIPALS)algorithm is used in principal componentanalysis to decompose a data matrix into score vectors and eigenvectors(loading vectors)plus a residualmatrix.N1PALS starts with some guessed starting vector.The principal components obtained by NIPALSdepends on the starting vector;the first principal component could not always be computed.Wold hassuggested a starting vector for NIPALS,but we have found that even if this starting vector is used,thefirst principal component cannot be obtained in all cases.The reason why such a situation occurs isexplained by the power method.A simple modification of the original NIPALS procedure to avoid gettingsmaller eigenvalues is presented.


COMMENTS ON THE NIPALS ALGORITHM
YOSHIKATSU MIYASHITA TOSHIAKI ITOZAWA HIROYUKI KATSUMI SHIN-ICHI SASAKI.COMMENTS ON THE NIPALS ALGORITHM[J].Journal of Geographical Sciences,1990(1).
Authors:YOSHIKATSU MIYASHITA TOSHIAKI ITOZAWA HIROYUKI KATSUMI SHIN-ICHI SASAKI
Institution:YOSHIKATSU MIYASHITA TOSHIAKI ITOZAWA HIROYUKI KATSUMI SHIN-ICHI SASAKI Department of Knowledge-Based Information Engineering,Toyohashi University of Technology,Tempaku.Toyohashi,Japan
Abstract:The Non-linear lterative Partial Least Squares(NIPALS)algorithm is used in principal component analysis to decompose a data matrix into score vectors and eigenvectors(loading vectors)plus a residual matrix.N1PALS starts with some guessed starting vector.The principal components obtained by NIPALS depends on the starting vector;the first principal component could not always be computed.Wold has suggested a starting vector for NIPALS,but we have found that even if this starting vector is used,the first principal component cannot be obtained in all cases.The reason why such a situation occurs is explained by the power method.A simple modification of the original NIPALS procedure to avoid getting smaller eigenvalues is presented.
Keywords:Matrix decomposition  NIPALS  Principal component  SIMCA  PLS
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