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

Other versions

Through Amazon, you can order a print-on-demand copy of the book for 26$. (I make a few dollars off this, but most of the cost goes to the printing).
If you have a Kindle, you can buy a specialized version of the book for 3$, (of which about 1$ goes to me). Note that this version is not substantially different from the PDF.

License and sources

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.