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June 16

best basis

Suppose I have a list of points in n-space, i.e. a list of n-tuples of real numbers. I want to define new coordinates such that the first axis has the greatest possible variance, the next axis has the greatest possible variance among vectors orthogonal to the first axis, and so on.

I rather expect to be told that this is a well-known problem, but (as often happens) I don't know the keywords to look for an algorithm. —Tamfang (talk) 18:43, 16 June 2023 (UTC)[reply]

That's Principal Component Analysis, isn't it? --Wrongfilter (talk) 18:52, 16 June 2023 (UTC)[reply]

d'oh

Resolved

—Tamfang (talk) 17:08, 19 June 2023 (UTC)[reply]

Typing coordinate system greatest variance in the Wikipedia search box would have pointed you to the answer. So would a Google search on your second sentence (I want to define ... and so on.). --Lambiam 20:41, 16 June 2023 (UTC)[reply]