R help - May 2011 - princomp and eigen

Hi.
I was comparing the components from  princomp's loadings and the eigen given
the same input.
I found that the sign of componenets (+/-) are opposite between the two
components (from princmop and eigen) but the magnitudes are identical. Why?

Thanks!

	[[alternative HTML version deleted]]

Have you ever read the help pages? It tells you:

   "Note

   The signs of the columns of the loadings and scores are arbitrary,
   and so may differ between different programs for PCA, and even
   between different builds of R."


Also the references given on ?princomp are really worth reading...

Best,
Uwe Ligges


On 16.05.2011 07:44, Ooi Wen Fong wrote:
> Hi.
> I was comparing the components from  princomp's loadings and the eigen
given
> the same input.
> I found that the sign of componenets (+/-) are opposite between the two
> components (from princmop and eigen) but the magnitudes are identical. Why?
>
> Thanks!
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

On 16/05/11 17:44, Ooi Wen Fong wrote:
> Hi.
> I was comparing the components from  princomp's loadings and the eigen
given
> the same input.
> I found that the sign of componenets (+/-) are opposite between the two
> components (from princmop and eigen) but the magnitudes are identical. Why?
[Why is the sky blue?  Why are fire engines red?  Why don't they teach
linear algebra these days?]

Because if A%*%x = lambda*x then

A%*%(-x) = lambda*(-x).

     cheers,

         Rolf Turner

P. S.  Why is a duck?  Answer:  Because the higher you go, the
vest has no sleeves.