很多时候会出现把一个N*M的矩阵做pca(对M降维)之后却得到一个M*(M-1)矩阵这样的结果.之前都是数学推导得到这个结论,但是, 今天看到一个很形象的解释: Consider what PCA does. Put simply, PCA (as most typically run) creates a new coordinate system by (1) shifting the origin to the centroid of your data, (2) squeezes and