Fuzzy PCA Nonorthogonal Procedure

Encouraged by the good results obtained with the Fuzzy (first component) PCA, ° we decided to extend the fuzzy approach one step more. A Fuzzy PCA algorithm was written that would extend the fuzzy clustering scheme with computing each particular principal component, not just the first one. The main idea behind the first algorithm in this series rests with the relation 

Call DetermineFuzzyMembership] ) with the value of a computed above, and determine the optimal value of the fuzzy membership degrees. 

Using the fuzzy membership degrees determined above, compute the fuzzy covariance matrix C. 

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