1、PCA爲何要用協方差矩陣
http://blog.csdn.net/babywong/article/details/50085239
2、主成分分析PCA
http://www.cnblogs.com/zhangchaoyang/articles/2222048.html
http://blog.csdn.net/xiaojidan2011/article/details/11595869
4、UFLDL 主成分分析
http://ufldl.stanford.edu/wiki/index.php/主成分分析