Principal Component Analysis is Slow


The principal component calculation of unit Math2 is so slow if there are many variables involved.

Solution If the calculation of the principal components is too slow, this usually arises from a transposed data matrix with a lot of columns but only a few rows. If you face such a problem you can dramatically speed up the calculations by transposing the data matrix prior to the calculation, and exchanging loadings and scores after it. Note that this trick only works if the number of rows is considerably less than the number of columns of the data matrix.


Last Update: 2014-10-06