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  • $\begingroup$ What properties of PCA do you want to preserve? Do you want your components to be uncorrelated? Do you want them to be given by projections on orthogonal axes? And what exactly do you want to obtain? Rotated components themselves? Rotation matrix? Something else too? $\endgroup$ Commented May 22, 2015 at 7:32
  • $\begingroup$ @amoeba updated the question $\endgroup$ Commented May 22, 2015 at 12:20