I have a matrix of ternary values (2 observations, 11 variables) for which I calculate the eigenvectors using np.linalg.eig()
from Numpy. The matrix is (0 values are not used for this example):
v1 v2 v3 v4 v5 v6 v7 v8 v9 v10 v11
1 1 1 1 1 1 1 1 1 -1 -1
1 1 1 1 1 1 1 1 1 -1 -1
Result of the eigenvector from largest eigenvalue:
[ 0.33333333 0. 0.33333333 0. 0.33333333 0.33333333
0.33333333 0.33333333 0.33333333 0.33333333 0.33333333]
I am not sure about the order of these coefficients. Are they following the order of the variables expressed in the matrix (i.e. first 0.33333333 is weight coefficient of v1, 0.0 is weight coefficient of v2, etc...)?
Last part of my code is:
# Matrix with rounded values
Mtx = np.matrix.round(Mtx,3)
# Cross product of Mtx
Mtx_CrossProduct = (Mtx.T).dot(Mtx)
# Calculation of eigenvectors
eigen_Value, eigen_Vector = np.linalg.eig(Mtx_CrossProduct)
eigen_Vector = np.absolute(eigen_Vector)
# Listing (eigenvalue, eigenvector) and sorting of eigenvalues to get PC1
eig_pairs = [(np.absolute(eigen_Value[i]), eigen_Vector[i,:]) for i in range(len(eigen_Value))]
eig_pairs.sort(key=lambda tup: tup[0],reverse=True)
# Getting largest eigenvector
eig_Vector_Main = np.zeros((11,))
for i in range(len(eig_pairs)):
eig_Vector_Main[i] = eig_pairs[i][1][0]
np.linalg.eig
works on square matrices. – Julien