# Reconstructing Principal Component Analysis Matrix

**mintgene » R**, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)

Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

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 load('~/face.rda') 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( matAdjust = 'Centered matrix', 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.

**leave a comment**for the author, please follow the link and comment on their blog:

**mintgene » R**.

R-bloggers.com offers

**daily e-mail updates**about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.

Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.