I am looking for a Mathematical model for Principal Component Analysis Algorithm?

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David E. Stewart

Are you wanting to know how to compute the singular value decomposition (SVD) which is most of what principal components analysis (PCA) is?

There are plenty of numerical analysis textbooks that cover this: Matrix Computations (currently 4th edition) by Golub & Van Loan is probably the best first reference. You could also see my "Numerical Analysis: A Graduate Course" Chap. 2, esp. pp. 172-174. Other books cover this well: Trefethen & Bau is also a good book & covers this (Chap V, Lecture 31).

Claudia Paladini

The mathematics behind PCA are e.g. nicely explaint in this post (https://towardsdatascience.com/the-mathematics-behind-principal-component-analysis-fff2d7f4b643).

Sina Jamalzadegan

Hi Anayo, you could find the mathematical model of PCA in the methods part of the following research papers:

https://builtin.com/data-science/step-step-explanation-principal-component-analysis

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