- #1

Wenlong

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I am looking into whitening transformation. According to the definition and explaination of Wikipedia, whitening transformation is a decorrelating process and it can be done by eigenvalue decomposition (EVD).

As far as I know, EVD is one of the solutions of principal component analysis (PCA). And the results of both whitening and PCA are uncorrelated(vectors, if the input are matrices). Thus I am being confused by these two methods.

May I say that whitening is equivalent to PCA? If not, may I know why?

Thank you very much for your kindly help.

Best regards

Wenlong