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URLhttps://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html
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First Indexed2014-09-22 02:08:00 (11 years ago)
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Meta TitleKarhunenLoeveDecomposition: Karhunen-Loeve transform—Wolfram Documentation
Meta DescriptionKarhunenLoeveDecomposition[{a1, a2, ...}] gives the Karhunen\[Dash]Loeve transform {{b1, b2, ...}, m} of the numerical arrays {a1, a2, ...}, where m . ai == bi. KarhunenLoeveDecomposition[{b1, b2, ...}, m] uses the inverse of the matrix m for transforming bi to ai.
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See Also SingularValueDecomposition PrincipalComponents DimensionReduce Related Guides Matrix Decompositions Image Representation Matrices and Linear Algebra Unsupervised Machine Learning See Also SingularValueDecomposition PrincipalComponents DimensionReduce Related Guides Matrix Decompositions Image Representation Matrices and Linear Algebra Unsupervised Machine Learning Examples     Basic Examples     Scope     Options     Standardized     Applications     Properties & Relations     KarhunenLoeveDecomposition [ { a 1 , a 2 , 
 } ] Copy to clipboard. KarhunenLoeveDecomposition[{a1,a2,
}] gives the Karhunen – Loeve transform { { b 1 , b 2 , 
 } , m } of the numerical arrays { a 1 , a 2 , 
 } , where m . a i  b i . KarhunenLoeveDecomposition [ { b 1 , b 2 , 
 } , m ] Copy to clipboard. KarhunenLoeveDecomposition[{b1,b2,
},m] uses the inverse of the matrix m for transforming b i to a i . Details and Options Karhunen – Loeve decomposition is typically used to reduce the dimensionality of data and capture the most important variation in the first few components. The a i can be arbitrary rank arrays or images of the same dimensions. The inner product of m and { a 1 , a 2 , 
 } gives { b 1 , b 2 , 
 } . In KarhunenLoeveDecomposition [ { a 1 , 
 } ] , rows of the transformation matrix m are the eigenvectors of the covariance matrix formed from the arrays a i . The matrix m is a linear transformation of a i . The transformed arrays b i are uncorrelated, are given in order of decreasing variance, and have the same total variance as a i . KarhunenLoeveDecomposition [ { b 1 , b 2 , 
 } , m ] effectively computes the inverse Karhunen – Loeve transformation. If the length of { b 1 , b 2 , 
 } is less than the size of m , missing components are assumed to be zero. With an option setting Standardized ï”ą True , datasets a i are shifted so that their means are zero. Examples open all close all Basic Examples     (2) Summary of the most common use cases Karhunen – Loeve decomposition of two datasets: Copy to clipboard. In[1]:= 1 https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-knb8up Direct link to example Out[1]= 1 Principal component decomposition of RGB color channels: Copy to clipboard. In[1]:= 1 https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-cistzr Direct link to example Out[1]= 1 Scope     (5) Survey of the scope of standard use cases Options     (1) Common values & functionality for each option Standardized     (1) Karhunen – Loeve decomposition with datasets shifted to mean zero: Copy to clipboard. In[1]:= 1 https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-9aifu2 Direct link to example Out[1]= 1 Applications     (3) Sample problems that can be solved with this function Enhance the color contrast of an RGB image: Copy to clipboard. In[1]:= 1 https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-c1h72f Direct link to example Out[1]= 1 Reconstruct a multichannel image from 1, 2, or 3 components: Copy to clipboard. In[1]:= 1 https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-iqpvla Direct link to example Out[1]= 1 Transform a list of pictorial faces: Copy to clipboard. In[1]:= 1 https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-exvhvo Direct link to example Out[1]= 1 Show the residual images when using only the first three components: Copy to clipboard. In[2]:= 2 https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-9lk0x Direct link to example Out[2]= 2 Properties & Relations     (7) Properties of the function, and connections to other functions Wolfram Research (2010), KarhunenLoeveDecomposition, Wolfram Language function, https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html (updated 2015). Copy to clipboard. Wolfram Research (2010), KarhunenLoeveDecomposition, Wolfram Language function, https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html (updated 2015). Text Wolfram Research (2010), KarhunenLoeveDecomposition, Wolfram Language function, https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html (updated 2015). Copy to clipboard. Wolfram Research (2010), KarhunenLoeveDecomposition, Wolfram Language function, https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html (updated 2015). CMS Wolfram Language. 2010. "KarhunenLoeveDecomposition." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2015. https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html. Copy to clipboard. Wolfram Language. 2010. "KarhunenLoeveDecomposition." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2015. https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html. APA Wolfram Language. (2010). KarhunenLoeveDecomposition. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html Copy to clipboard. Wolfram Language. (2010). KarhunenLoeveDecomposition. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html BibTeX @misc{reference.wolfram_2025_karhunenloevedecomposition, author="Wolfram Research", title="{KarhunenLoeveDecomposition}", year="2015", howpublished="\url{https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html}", note=[Accessed: 13-April-2026]} Copy to clipboard. @misc{reference.wolfram_2025_karhunenloevedecomposition, author="Wolfram Research", title="{KarhunenLoeveDecomposition}", year="2015", howpublished="\url{https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html}", note=[Accessed: 13-April-2026]} BibLaTeX @online{reference.wolfram_2025_karhunenloevedecomposition, organization={Wolfram Research}, title={KarhunenLoeveDecomposition}, year={2015}, url={https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html}, note=[Accessed: 13-April-2026]} Copy to clipboard. @online{reference.wolfram_2025_karhunenloevedecomposition, organization={Wolfram Research}, title={KarhunenLoeveDecomposition}, year={2015}, url={https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html}, note=[Accessed: 13-April-2026]}
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[Connect & Follow](https://www.wolfram.com/connect/?source=nav) - [Wolfram\|Alpha](https://www.wolframalpha.com/?source=nav) - [Wolfram Cloud](https://www.wolframcloud.com/?source=nav) - [Your Account](https://account.wolfram.com/?source=nav) - [User Portal](https://user.wolfram.com/?source=nav) [Wolfram Language & System Documentation Center](https://reference.wolfram.com/language/) KarhunenLoeveDecomposition - [See Also](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html) - [SingularValueDecomposition](https://reference.wolfram.com/language/ref/SingularValueDecomposition.html) - [PrincipalComponents](https://reference.wolfram.com/language/ref/PrincipalComponents.html) - [DimensionReduce](https://reference.wolfram.com/language/ref/DimensionReduce.html) - [Related Guides](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html) - [Matrix Decompositions](https://reference.wolfram.com/language/guide/MatrixDecompositions.html) - [Image Representation](https://reference.wolfram.com/language/guide/ImageRepresentation.html) - [Matrices and Linear Algebra](https://reference.wolfram.com/language/guide/MatricesAndLinearAlgebra.html) - [Unsupervised Machine Learning](https://reference.wolfram.com/language/guide/UnsupervisedMachineLearning.html) - - [See Also](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html) - [SingularValueDecomposition](https://reference.wolfram.com/language/ref/SingularValueDecomposition.html) - [PrincipalComponents](https://reference.wolfram.com/language/ref/PrincipalComponents.html) - [DimensionReduce](https://reference.wolfram.com/language/ref/DimensionReduce.html) - [Related Guides](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html) - [Matrix Decompositions](https://reference.wolfram.com/language/guide/MatrixDecompositions.html) - [Image Representation](https://reference.wolfram.com/language/guide/ImageRepresentation.html) - [Matrices and Linear Algebra](https://reference.wolfram.com/language/guide/MatricesAndLinearAlgebra.html) - [Unsupervised Machine Learning](https://reference.wolfram.com/language/guide/UnsupervisedMachineLearning.html) [KarhunenLoeveDecomposition](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html)\[{a1,a2,
}\] gives the Karhunen–Loeve transform {{b1,b2,
},m} of the numerical arrays {a1,a2,
}, where m.aibi. [KarhunenLoeveDecomposition](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html)\[{b1,b2,
},m\] uses the inverse of the matrix m for transforming bi to ai. Details and Options ![Details and Options](https://reference.wolfram.com/language-assets-v2/img/DetailsOptions-gray.png) ![Details and Options](https://reference.wolfram.com/language-assets-v2/img/DetailsOptions-hover.png) Examples Basic Examples Scope Options Standardized Applications Properties & Relations See Also Related Guides History Cite this Page BUILT-IN SYMBOL - [See Also](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html) - [SingularValueDecomposition](https://reference.wolfram.com/language/ref/SingularValueDecomposition.html) - [PrincipalComponents](https://reference.wolfram.com/language/ref/PrincipalComponents.html) - [DimensionReduce](https://reference.wolfram.com/language/ref/DimensionReduce.html) - [Related Guides](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html) - [Matrix Decompositions](https://reference.wolfram.com/language/guide/MatrixDecompositions.html) - [Image Representation](https://reference.wolfram.com/language/guide/ImageRepresentation.html) - [Matrices and Linear Algebra](https://reference.wolfram.com/language/guide/MatricesAndLinearAlgebra.html) - [Unsupervised Machine Learning](https://reference.wolfram.com/language/guide/UnsupervisedMachineLearning.html) - - [See Also](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html) - [SingularValueDecomposition](https://reference.wolfram.com/language/ref/SingularValueDecomposition.html) - [PrincipalComponents](https://reference.wolfram.com/language/ref/PrincipalComponents.html) - [DimensionReduce](https://reference.wolfram.com/language/ref/DimensionReduce.html) - [Related Guides](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html) - [Matrix Decompositions](https://reference.wolfram.com/language/guide/MatrixDecompositions.html) - [Image Representation](https://reference.wolfram.com/language/guide/ImageRepresentation.html) - [Matrices and Linear Algebra](https://reference.wolfram.com/language/guide/MatricesAndLinearAlgebra.html) - [Unsupervised Machine Learning](https://reference.wolfram.com/language/guide/UnsupervisedMachineLearning.html) # KarhunenLoeveDecompositionCopy to clipboard. ✖ `KarhunenLoeveDecomposition` [KarhunenLoeveDecomposition](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html)\[{a1,a2,
}\] Copy to clipboard. ✖ `KarhunenLoeveDecomposition[{a1,a2,
}]` gives the Karhunen–Loeve transform {{b1,b2,
},m} of the numerical arrays {a1,a2,
}, where m.aibi. [KarhunenLoeveDecomposition](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html)\[{b1,b2,
},m\] Copy to clipboard. ✖ `KarhunenLoeveDecomposition[{b1,b2,
},m]` uses the inverse of the matrix m for transforming bi to ai. # Details and Options ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/details_1.png) - Karhunen–Loeve decomposition is typically used to reduce the dimensionality of data and capture the most important variation in the first few components. - The ai can be arbitrary rank arrays or images of the same dimensions. - The inner product of m and {a1,a2,
} gives {b1,b2,
}. - In [KarhunenLoeveDecomposition](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html)\[{a1,
}\], rows of the transformation matrix m are the eigenvectors of the covariance matrix formed from the arrays ai. - The matrix m is a linear transformation of ai. The transformed arrays bi are uncorrelated, are given in order of decreasing variance, and have the same total variance as ai. - [KarhunenLoeveDecomposition](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html)\[{b1,b2,
},m\] effectively computes the inverse Karhunen–Loeve transformation. If the length of {b1,b2,
} is less than the size of m, missing components are assumed to be zero. - With an option setting [Standardized](https://reference.wolfram.com/language/ref/Standardized.html)ï”ą[True](https://reference.wolfram.com/language/ref/True.html), datasets ai are shifted so that their means are zero. # Examples open all close all ## Basic Examples (2)Summary of the most common use cases Karhunen–Loeve decomposition of two datasets: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_1.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-knb8up` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_1.png) Principal component decomposition of RGB color channels: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_2.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-cistzr` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_2.png) ## Scope (5)Survey of the scope of standard use cases Principal components of two grayscale images: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_3.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-j1ll2v` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_3.png) Karhunen–Loeve decomposition of three matrix-valued datasets: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_4.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-pyroz` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_4.png) Copy to clipboard. In\[2\]:=2 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_5.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-32j1v7` Direct link to example Out\[2\]=2 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_5.png) Principal components of a list of color images: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_6.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-ouqstd` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_6.png) Specify the transformation matrix: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_7.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-zsnmgd` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_7.png) Use a transformation matrix and lesser datasets: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_8.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-prlgd3` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_8.png) ## Options (1)Common values & functionality for each option ### Standardized (1) Karhunen–Loeve decomposition with datasets shifted to mean zero: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_9.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-9aifu2` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_9.png) ## Applications (3)Sample problems that can be solved with this function Enhance the color contrast of an RGB image: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_10.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-c1h72f` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_10.png) Reconstruct a multichannel image from 1, 2, or 3 components: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_11.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-iqpvla` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_11.png) Transform a list of pictorial faces: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_12.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-exvhvo` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_12.png) Show the residual images when using only the first three components: Copy to clipboard. In\[2\]:=2 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_13.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-9lk0x` Direct link to example Out\[2\]=2 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_13.png) ## Properties & Relations (7)Properties of the function, and connections to other functions The Karhunen–Loeve decomposition preserves the total variance: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_14.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-xfttmi` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_14.png) Copy to clipboard. In\[2\]:=2 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_15.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-m3ehi9` Direct link to example Out\[2\]=2 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_15.png) The Karhunen–Loeve decomposition yields uncorrelated sets: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_16.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-f0wukw` Direct link to example Copy to clipboard. In\[2\]:=2 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_17.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-f89dvf` Direct link to example Out\[2\]=2 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_16.png) The Karhunen–Loeve decomposition yields an orthogonal transformation matrix: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_18.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-ng385z` Direct link to example Copy to clipboard. In\[2\]:=2 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_19.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-t4u4e8` Direct link to example Out\[2\]=2 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_17.png) Relation to [PrincipalComponents](https://reference.wolfram.com/language/ref/PrincipalComponents.html): Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_20.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-dnw4l2` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_18.png) Copy to clipboard. In\[2\]:=2 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_21.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-bav5vr` Direct link to example Out\[2\]=2 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_19.png) A setting [Standardized](https://reference.wolfram.com/language/ref/Standardized.html)\-\>[True](https://reference.wolfram.com/language/ref/True.html) is equivalent to subtracting the mean from the input data: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_22.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-7ff1rn` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_20.png) Copy to clipboard. In\[2\]:=2 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_23.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-nvp2ii` Direct link to example Out\[2\]=2 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_21.png) Normalizing by the square root of the number of datasets better preserves the input dynamics: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_24.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-gucqhn` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_22.png) [KarhunenLoeveDecomposition](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html) normally returns images of a real type: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_25.png) ✖ `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-buunxk` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_23.png) # See Also [SingularValueDecomposition](https://reference.wolfram.com/language/ref/SingularValueDecomposition.html) [PrincipalComponents](https://reference.wolfram.com/language/ref/PrincipalComponents.html) [DimensionReduce](https://reference.wolfram.com/language/ref/DimensionReduce.html) # Related Guides - [Matrix Decompositions](https://reference.wolfram.com/language/guide/MatrixDecompositions.html) - [Image Representation](https://reference.wolfram.com/language/guide/ImageRepresentation.html) - [Matrices and Linear Algebra](https://reference.wolfram.com/language/guide/MatricesAndLinearAlgebra.html) - [Unsupervised Machine Learning](https://reference.wolfram.com/language/guide/UnsupervisedMachineLearning.html) # History [Introduced in 2010 (8.0)](https://reference.wolfram.com/language/guide/SummaryOfNewFeaturesIn80) \| [Updated in 2014 (10.0)](https://reference.wolfram.com/language/guide/SummaryOfNewFeaturesIn100) â–Ș [2015 (10.1)](https://reference.wolfram.com/language/guide/SummaryOfNewFeaturesIn101) Cite this as: Wolfram Research (2010), KarhunenLoeveDecomposition, Wolfram Language function, https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html (updated 2015). Copy to clipboard. ✖ `Wolfram Research (2010), KarhunenLoeveDecomposition, Wolfram Language function, https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html (updated 2015).` ![](https://reference.wolfram.com/language-assets-v2/img/CitationCloseButton.svg) #### Text Wolfram Research (2010), KarhunenLoeveDecomposition, Wolfram Language function, https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html (updated 2015). Copy to clipboard. ✖ `Wolfram Research (2010), KarhunenLoeveDecomposition, Wolfram Language function, https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html (updated 2015).` #### CMS Wolfram Language. 2010. "KarhunenLoeveDecomposition." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2015. https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html. Copy to clipboard. ✖ `Wolfram Language. 2010. "KarhunenLoeveDecomposition." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2015. https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html.` #### APA Wolfram Language. (2010). KarhunenLoeveDecomposition. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html Copy to clipboard. ✖ `Wolfram Language. (2010). KarhunenLoeveDecomposition. Wolfram Language & System Documentation Center. 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- [See Also](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html) - [SingularValueDecomposition](https://reference.wolfram.com/language/ref/SingularValueDecomposition.html) - [PrincipalComponents](https://reference.wolfram.com/language/ref/PrincipalComponents.html) - [DimensionReduce](https://reference.wolfram.com/language/ref/DimensionReduce.html) - [Related Guides](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html) - [Matrix Decompositions](https://reference.wolfram.com/language/guide/MatrixDecompositions.html) - [Image Representation](https://reference.wolfram.com/language/guide/ImageRepresentation.html) - [Matrices and Linear Algebra](https://reference.wolfram.com/language/guide/MatricesAndLinearAlgebra.html) - [Unsupervised Machine Learning](https://reference.wolfram.com/language/guide/UnsupervisedMachineLearning.html) - - [See Also](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html) - [SingularValueDecomposition](https://reference.wolfram.com/language/ref/SingularValueDecomposition.html) - [PrincipalComponents](https://reference.wolfram.com/language/ref/PrincipalComponents.html) - [DimensionReduce](https://reference.wolfram.com/language/ref/DimensionReduce.html) - [Related Guides](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html) - [Matrix Decompositions](https://reference.wolfram.com/language/guide/MatrixDecompositions.html) - [Image Representation](https://reference.wolfram.com/language/guide/ImageRepresentation.html) - [Matrices and Linear Algebra](https://reference.wolfram.com/language/guide/MatricesAndLinearAlgebra.html) - [Unsupervised Machine Learning](https://reference.wolfram.com/language/guide/UnsupervisedMachineLearning.html) Examples Basic Examples Scope Options Standardized Applications Properties & Relations [KarhunenLoeveDecomposition](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html)\[{a1,a2,
}\] Copy to clipboard. `KarhunenLoeveDecomposition[{a1,a2,
}]` gives the Karhunen–Loeve transform {{b1,b2,
},m} of the numerical arrays {a1,a2,
}, where m.aibi. [KarhunenLoeveDecomposition](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html)\[{b1,b2,
},m\] Copy to clipboard. `KarhunenLoeveDecomposition[{b1,b2,
},m]` uses the inverse of the matrix m for transforming bi to ai. ## Details and Options ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/details_1.png) - Karhunen–Loeve decomposition is typically used to reduce the dimensionality of data and capture the most important variation in the first few components. - The ai can be arbitrary rank arrays or images of the same dimensions. - The inner product of m and {a1,a2,
} gives {b1,b2,
}. - In [KarhunenLoeveDecomposition](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html)\[{a1,
}\], rows of the transformation matrix m are the eigenvectors of the covariance matrix formed from the arrays ai. - The matrix m is a linear transformation of ai. The transformed arrays bi are uncorrelated, are given in order of decreasing variance, and have the same total variance as ai. - [KarhunenLoeveDecomposition](https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html)\[{b1,b2,
},m\] effectively computes the inverse Karhunen–Loeve transformation. If the length of {b1,b2,
} is less than the size of m, missing components are assumed to be zero. - With an option setting [Standardized](https://reference.wolfram.com/language/ref/Standardized.html)ï”ą[True](https://reference.wolfram.com/language/ref/True.html), datasets ai are shifted so that their means are zero. ## Examples open all close all ## Basic Examples (2)Summary of the most common use cases Karhunen–Loeve decomposition of two datasets: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_1.png) `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-knb8up` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_1.png) Principal component decomposition of RGB color channels: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_2.png) `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-cistzr` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_2.png) ## Scope (5)Survey of the scope of standard use cases ## Options (1)Common values & functionality for each option ### Standardized (1) Karhunen–Loeve decomposition with datasets shifted to mean zero: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_9.png) `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-9aifu2` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_9.png) ## Applications (3)Sample problems that can be solved with this function Enhance the color contrast of an RGB image: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_10.png) `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-c1h72f` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_10.png) Reconstruct a multichannel image from 1, 2, or 3 components: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_11.png) `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-iqpvla` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_11.png) Transform a list of pictorial faces: Copy to clipboard. In\[1\]:=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_12.png) `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-exvhvo` Direct link to example Out\[1\]=1 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_12.png) Show the residual images when using only the first three components: Copy to clipboard. In\[2\]:=2 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/I_13.png) `https://wolfram.com/xid/0b6jc6p63p4r5i51zoyjrm-9lk0x` Direct link to example Out\[2\]=2 ![](https://reference.wolfram.com/language/ref/Files/KarhunenLoeveDecomposition.en/O_13.png) ## Properties & Relations (7)Properties of the function, and connections to other functions Wolfram Research (2010), KarhunenLoeveDecomposition, Wolfram Language function, https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html (updated 2015). Copy to clipboard. `Wolfram Research (2010), KarhunenLoeveDecomposition, Wolfram Language function, https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html (updated 2015).` #### Text Wolfram Research (2010), KarhunenLoeveDecomposition, Wolfram Language function, https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html (updated 2015). Copy to clipboard. `Wolfram Research (2010), KarhunenLoeveDecomposition, Wolfram Language function, https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html (updated 2015).` #### CMS Wolfram Language. 2010. "KarhunenLoeveDecomposition." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2015. https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html. Copy to clipboard. `Wolfram Language. 2010. "KarhunenLoeveDecomposition." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2015. https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html.` #### APA Wolfram Language. (2010). KarhunenLoeveDecomposition. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html Copy to clipboard. `Wolfram Language. (2010). KarhunenLoeveDecomposition. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html` #### BibTeX @misc{reference.wolfram\_2025\_karhunenloevedecomposition, author="Wolfram Research", title="{KarhunenLoeveDecomposition}", year="2015", howpublished="\\url{https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html}", note=\[Accessed: 13-April-2026\]} Copy to clipboard. `@misc{reference.wolfram_2025_karhunenloevedecomposition, author="Wolfram Research", title="{KarhunenLoeveDecomposition}", year="2015", howpublished="\url{https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html}", note=[Accessed: 13-April-2026]}` #### BibLaTeX @online{reference.wolfram\_2025\_karhunenloevedecomposition, organization={Wolfram Research}, title={KarhunenLoeveDecomposition}, year={2015}, url={https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html}, note=\[Accessed: 13-April-2026\]} Copy to clipboard. `@online{reference.wolfram_2025_karhunenloevedecomposition, organization={Wolfram Research}, title={KarhunenLoeveDecomposition}, year={2015}, url={https://reference.wolfram.com/language/ref/KarhunenLoeveDecomposition.html}, note=[Accessed: 13-April-2026]}`
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