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lines changed Original file line number Diff line number Diff line change @@ -131,9 +131,9 @@ class PCA(BaseEstimator, TransformerMixin):
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use fit_transform(X) instead.
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whiten : bool, optional
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- When True (False by default) the `components_` vectors are divided
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- by n_samples times singular values to ensure uncorrelated outputs
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- with unit component-wise variances.
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+ When True (False by default) the `components_` vectors are multiplied
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+ by the square root of n_samples and then divided by the singular values
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+ to ensure uncorrelated outputs with unit component-wise variances.
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Whitening will remove some information from the transformed signal
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(the relative variance scales of the components) but can sometime
@@ -504,9 +504,9 @@ class RandomizedPCA(BaseEstimator, TransformerMixin):
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.. versionchanged:: 0.18
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whiten : bool, optional
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- When True (False by default) the `components_` vectors are divided
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- by the singular values to ensure uncorrelated outputs with unit
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- component-wise variances.
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+ When True (False by default) the `components_` vectors are multiplied by
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+ the square root of (n_samples) and divided by the singular values to
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+ ensure uncorrelated outputs with unit component-wise variances.
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Whitening will remove some information from the transformed signal
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(the relative variance scales of the components) but can sometime
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