 ##  [Principal Component Analysis](/principal-component-analysis) 

  ##  [Principal Component Analysis](https://natural.quantumdictionary.io/principal-component-analysis-0) 

  
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**Natural &amp; Formal Sciences Dictionary**

 
Definition

A linear dimensionality-reduction technique that identifies orthogonal directions (principal components) in data which successively capture maximal variance; typically computed via diagonalization of the empirical covariance matrix or via singular value decomposition of the data matrix.