Pearson 1901 + Hotelling 1933: orthogonal transformation diagonalizes covariance matrix; PC1 = direction of maximum variance; loadings + scores reveal structure in high-dim spectra.
Pearson 1901 + Hotelling 1933: orthogonal transformation diagonalizes covariance matrix; PC1 = direction of maximum variance; loadings + scores reveal structure in high-dim spectra.