主成分分析PCA和因子分析factor analysis
factor analysis 可以用PCA作为LOADING MATRIX,也可以用maximium likelihood. Or others? 主要还是用来expolatory analysis, 来猜测数据被哪些因子影响.(kind of like regression)
PCA只是找到数据的最大变化率方向(和次大,第三大), 然后把数据映射到低维来压缩数据
no clue about clustering though. sorry. Guess it's more like putting data into different categories.