# Reconstructing Principal Component Analysis Matrix

April 5, 2013
By

(This article was first published on mintgene » R, and kindly contributed to R-bloggers)

PCA is widely used method for finding patterns in high-dimensional data. Whether you use it to compress large matrix or to remove one of the principal components in biological datasets, you’ll end up with the task of performing series of equations from linear algebra to reconstruct the matrix of original dimensions.

To find principal components, we first need to center the input matrix, and then calculate the eigenvalues and eigenvectors of its covariance matrix. To illustrate matrix reconstruction I’ll use 32×32 faceData matrix from Jeff Leek’s coursera course on data analysis.


# get the dataset from https://spark-public.s3.amazonaws.com/dataanalysis/face.rda
# you probably want to use stats::prcomp for PCA on big matrices
runPCA <- function(mat = 'Unadjusted matrix') eigen(cov(apply(mat, 2, function(i) i - mean(i))))
pca <- runPCA(faceData)

# > str(pca)
# List of 2
# $values : num [1:32] 18915 10067 4724 2506 1366 ... #$ vectors: num [1:32, 1:32] -0.236 -0.261 -0.192 -0.164 -0.204 ...


First thing after doing PCA is to check the contributions of each PC in explaining the variance.

varExplained <- function(eigenList) {

par(mfrow = c(1,2))

plot(
eigenList$value / sum(eigenList$value), pch = 21, col = 'black',
bg = '#549cc4', ylim = c(0, 1), xlab = 'Principal Component',
ylab = 'Variance Explained'
) + abline(h = 0.9)

plot(
cumsum(eigenList$value) / sum(eigenList$value), pch = 21,
col = 'black', bg = '#549cc4', ylim = c(0, 1), xlab = 'Principal Component',
ylab = 'Cumulative Variance Explained'
) + abline(h = 0.9)
}

varExplained(pca)

From these plots you can see that faceData has ~5 PC’s that cumulatively explain ~90% of total variance. Lets use this information to reconstruct the matrix, and compare it to the original one.

afterPCA <- function(
meanList = 'List of column means of original (unadjusted) matrix',
eigenList = 'List of eigenvalues and eigenvectors of adjust matrix covariance matrix',
n = 'selected PC\'s',
specific_select = 'If True: n == 1:n, if False: just n\'th columns') {

if (length(n) > ncol(matAdjust)) stop('N is higher than the number of PC\'s')
if (!specific_select & length(n) > 1) stop('Use a single number when selecting up to n\'th PC')
if (!specific_select) n <- 1:n

t(eigenList$vectors[,n] %*% (t(eigenList$vectors[,n]) %*% t(matAdjust))) + t(matrix(meanList, nrow = nrow(matAdjust), ncol = ncol(matAdjust)))
}

# ColorBrewer palette
library(RColorBrewer)
showMatrix <- function(x, ...) image(t(x[nrow(x):1,]), xaxt = 'none', yaxt = 'none', col = rev(colorRampPalette(brewer.pal(7, 'Blues'))(100)), ...)

reconstMatrix <- afterPCA(
matAdjust = apply(faceData, 2, function(i) i - mean(i)),
meanList = apply(faceData, 2, mean),
eigenList = pca,
n = 5,
specific_select = FALSE
)

par(mfrow = c(1,2), mar = c(0, 0, 1, 0), bty = 'n')
showMatrix(faceData, main = 'Original Matrix')
showMatrix(reconstMatrix, main = 'First 5 PC\'s')


As seen from eigenvalues (variances), taking only 5/32 PC’s is enough to recreate face that has almost all of the features of the original matrix.

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