Comments on the NIPALS algorithm

Abstract

Abstract The Non‐linear Iterative Partial Least Squares (NIPALS) algorithm is used in principal component analysis to decompose a data matrix into score vectors and eigenvectors (loading vectors) plus a residual matrix. NIPALS starts with some guessed starting vector. The principal components obtained by NIPALS depends on the starting vector; the first principal component could not always be computed. Wold has suggested a starting vector for NIPALS, but we have found that even if this starting vector is used, the first principal component cannot be obtained in all cases. The reason why such a situation occurs is explained by the power method. A simple modification of the original NIPALS procedure to avoid getting smaller eigenvalues is presented.