'PCA on complex-valued data
What's the correct way to undertake PCA on complex-valued data?
I see that this solution exists.
Are there any python packages that have implemented a complex-PCA?
So far I have just broken my data into real and imaginary parts and performed PCA as if they were real. For example:
| sw | fw | mw |
|4+4i |3+2i|1-1i|
would become:
| swreal | swimag | fwreal | fwimag | mwreal | mwimag |
| 4 | 4 | 3 | 2 | 1 | -1 |
My PCA ends up looking like this:
I want to pursue a complex PCA, but I'm not even sure how I would end up representing it? If it were a 2D plot, the only way is similar to above(?), in which case, would it look any different?
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