Unraveling principal component analysis

This book collects my writing on principal component analysis. It’s a long-form mathematics book. That means it dives deep into the fundamentals and works out all the relevant details, but it does so in a narrative fashion: it doesn’t just give you a selection of dry and overly brief proofs, it tells a story.

PDF version

Click the image above to download the PDF. This version is entirely free and will always be so.

Other versions

Small screen PDF

This version is cropped close to the text, removing as much of the margins as possible. This should make it easier to read on small screens.

Paperback

Through Amazon, you can order a print-on-demand copy of the book for 19.43$ (this is the cost price).

Version, license and sources

I occasionally update the book when issues are found. The changelog can be found on its github page. The current version is v1.1.0. If you have a print copy, you can find the version at the end of the introduction. If it’s not there, you have version v1.0.0.

All figures in the book are licensed CC-BY-SA. The textual content is not currently under an open license. Let me know if there’s something you’d like to use it for.

The source files are available at github.com/pbloem/pca-book.