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From: yakir gagnon <12.yakir@gmail.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: eigenvalues of the covarience matrix (princomp)
Date: Thu, 15 Nov 2007 07:15:14 EST
Organization: The Math Forum
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I'm sorry to aks this, but just to put things to rest and make it extra clear:

scaling is: X/var( X )
centering is: X-mean( X )
standardizing is: zscore( X )
in matlab doing this:
princomp( X ) is called the: covariance PCA
this: princomp( X/var( X ) ) is: correlation PCA
and princomp(zscore( X )) is a CORRECT PCA...

I have tried reading a number of books about PCA, but could anyone try and clearify what the difference is between these options, which case fits what.
Tons of thanks, 
PCA rules.