'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:

enter image description here

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?



Sources

This article follows the attribution requirements of Stack Overflow and is licensed under CC BY-SA 3.0.

Source: Stack Overflow

Solution Source