PPolySim OS

Principal Component Analysis

The workhorse of dimensionality reduction. PCA rotates the data to find the directions of greatest variance — the axes that matter most.

Principal Component AnalysisLive

Controls

Presets

PCA finds the directions along which data varies most. The eigenvectors of the covariance matrix are the principal components (cyan = most variance, green = least), and their eigenvalues are the variances along each. Projecting onto the top components is the basis of dimensionality reduction.

▶ Run in Python

Data Inspector

Variance PC10.00
Variance PC20.00
PC1 explains0%
PC1 angle

Governing equation

Reading this result: PC1 explains 0% of the variance here; the stronger the correlation between features, the more PCA concentrates information on that first component.

Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.

or unlock everything with Pro →
★ Sign in to save this setup
Save your tuned setup, or drop this simulation into your own site, docs, or course page.

How it works

PCA computes the covariance matrix of the data and takes its eigenvectors as principal components. The first component (cyan) points along the direction of maximum variance; the second (green) is orthogonal to it. The eigenvalues give the variance captured by each, and keeping only the top components compresses data with minimal loss.

Ask the AI about this model

The math, the assumptions, real-world uses, or a code translation — explained for this exact simulation.

More Statistics simulations

Frequently asked questions

Is this PCA principal component analysis tool really free?
Yes. Principal Component Analysis runs entirely in your browser using your device's own compute, so local use is free forever. You only pay Compute Tokens if you scale a job to the cloud.
Do I need to install anything?
No. Everything runs client-side in a modern browser — no downloads, no license, no account required to start.
Can I save or share my simulation?
Create a free account to save projects, and use a shareable embed or minted DOI to publish a live, interactive version anywhere.
How accurate are the results?
The solver uses established numerical methods, but results are for research and educational purposes and should be validated against experiment or professional review before you rely on them.