data are normally distributed. For this, I generally use the Shapiro–Wilk

normality test.

I was recently wondering if the data also need to have a normal distribution to use a PCA. I didn't find a clear answer to this in the litterature but I read

that PCA assumes a multivariate normality of the data. I was wondering (1) if

you agree with this, (2) what this actually means, and (3) if there is a test

to check this.

Thank you very much!