One of the characteristics of the loadings “P” matrix, when we develop the PCA, is that if we multiply it by its transpose we get the Identity Matrix “I”
P%*%Pt = I
In the “I” matrix, its diagonal is “1”, and “0” values for all the rest cells indicating that all the loadings are orthogonal between them.
- Check it by yourself and take out the diagonal from the P matrix.
- Represent in a graphic the first loadings:
- 1 vs 2 : a plane
- 1, 2 and 3: a cube