Constrained principal component analysis of standardized data for biplots with unit-length variable vectors

Principal component analysis (PCA) of an objects ×  variables data matrix is used for obtaining a low-dimensional biplot configuration, where data are approximated by the inner products of the vectors corresponding to objects and variables. Borg and Groenen (Modern multidimensional scaling. Springer, New York, 1997) have suggested another biplot procedure which uses a technique for approximating data by projections of object vectors on variable vectors. This technique is formulated as constraining the variable vectors in PCA to be of unit length and can be called unit-length vector analysis (UVA). However, an algorithm for UVA has not yet been developed. In this paper, we present such an algorithm, discuss the properties of UVA solutions, and demonstrate the advantage of UVA in biplots for standardized data with homogeneous variances among variables. The advantage of UVA-based biplots is that the projections of object vectors onto variable vectors express the approximation of data in an easy way, while in PCA-based biplots we must consider not only the projections, but also the lengths of variable vectors in order to visualize approximations.