Code and Results for Chapter 2:

Introduction:
These are results and code for the problems and examples found in Chapter 2 of this famous book.

• prob_2_1.m (PCA on data with one large variance component)
  
• prob_2_2.m (a scree plot of multivariate uncorrelated data)
  
• prob_2_3.m (PCA on trivariate normal random variables)
  
• prob_2_4.m (more experiments with PCA)
  
• prob_2_5.m (X X^T v.s. X^T X)
  
• prob_2_6.m (PCA on multivariate normals)
  
• prob_2_7.m (PCA on the yeast data)
  
• prob_2_8.m (PCA on the oronsay and sparrow data)
  
• brokenStick.m (implements the broken stick rule for PCA)
  
• cumVariance.m (implements the cumulative variance rule for PCA)
  
• screePlot.m (makes a scree plot)
  
• sizeOfVariance.m (implements the size of variance rule for PCA)