An effect of closure on the structure of principal components

The principal components transformation generates, from any data array, a new set of variables—the scores of the components—characterized by a total variance exactly equal to that of the initial set. It is in this sense that the transformed variables are said to “contain,” “preserve,” or “account for,” the variance of the original set. The scores, however, are uncorrelated. In the course of the transformation, what becomes of the strong interdependence of variance and covariance so characteristic of closed arrays? The question seems to have attracted little attention; we are aware of no study of it in the earth sciences. Experimental work reported here shows quite clearly that the overall equivalence of variance and covariance imposed by closure, though absent from the component scores,may emerge in relations between the coefficientsof each of the lower-order components; if the raw data are “complete” rock analyses, the sum of all the covariances of the coefficients of such a component is negative, and is very nearly equal to the sum of all the variances in absolute value. (In all cases so far examined, the absolute value of the first sum is a little less than that of the second.) The principal components transformation provides an elegant escape from closure correlation if a petrographic problem can be restated entirely in terms of component scores, but not if a physical interpretation of the component vectors is required.