Hi,
I'm learning about PCA and I don't get the point that PC2 is the next best fitting line after PC1. Wouldn't the second best fitting line be a line which is close to PC1? This second line will not be orthogonal to PC1 (which I'm aware is required) but it's likely to have a sum of squares of distances larger than the orthogonal PC2, and thus be a better description of the spread. Could someone explain this to me please?
Thanks!
I'm learning about PCA and I don't get the point that PC2 is the next best fitting line after PC1. Wouldn't the second best fitting line be a line which is close to PC1? This second line will not be orthogonal to PC1 (which I'm aware is required) but it's likely to have a sum of squares of distances larger than the orthogonal PC2, and thus be a better description of the spread. Could someone explain this to me please?
Thanks!