The principles and characteristics of PCA and ICA were analyzed from the point of view of mathematics, and two different decompositions of spectral matrix were given by using those two methods.

• 摘要从数学的角度分析比较了主成分分析(PCA)与独立分量分析(ICA)的原理和特点，给出光谱矩阵在两种不同分析方法下的不同分解；