Anonymous
PCA, or principal component analysis, is a process to determine what are the most important features. I like to think about it in terms of eigenvalues. If you have a diagonal matrix, then the eigenvalues are the diagonal terms, and the eigenvectors are the basis vectors. In PCA, the principal components and their effects aren't as visible, but it is a process to determine them. If I recall correctly, PCA will return the absolute value of the eigenvalues, rather than the eigenvalue itself.
