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PCA Explained Variance Calculator

See how much variance each principal component explains, and how many you need.

Try:
Numeric columns are used. A text column (such as species) is kept only to colour the points. Up to 5,000 rows and 30 numeric columns.

Standardising makes PCA use the correlation matrix, so a column measured in large units does not dominate. Leave it off when all columns share a unit.

Variance explained by PC1

92.46%

The first 2 components keep at least 95% of the total variance of the 4 columns. Total variance is 4.573, the sum of the eigenvalues, which also equals the trace of the covariance matrix.

Projection onto two components

  • setosa
  • versicolor
  • virginica

Explained variance

ComponentEigenvalueExplainedCumulative
PC14.2282492.46%92.46%
PC20.242675.31%97.77%
PC30.078211.71%99.48%
PC40.023840.52%100%

Covariance matrix

sepal_lengthsepal_widthpetal_lengthpetal_width
sepal_length0.68569-0.042431.274320.51627
sepal_width-0.042430.18998-0.32966-0.12164
petal_length1.27432-0.329663.116281.29561
petal_width0.51627-0.121641.295610.58101

The sample covariance divides by n - 1. The eigen decomposition uses the Jacobi rotation method, which is accurate for the small symmetric matrices that PCA produces.

Eigenvectors and loadings

EigenvectorPC1PC2PC3PC4
sepal_length0.36140.6566-0.5820.3155
sepal_width-0.08450.73020.5979-0.3197
petal_length0.8567-0.17340.0762-0.4798
petal_width0.3583-0.07550.54580.7537
LoadingPC1PC2PC3PC4
sepal_length0.74310.3234-0.16280.0487
sepal_width-0.17380.35970.1672-0.0494
petal_length1.7615-0.08540.0213-0.0741
petal_width0.7367-0.03720.15260.1164
Σ vi=λi vi,loadingji=vjiλi,score=(x−xˉ)⋅vi\Sigma\,v_i = \lambda_i\, v_i, \qquad \text{loading}_{ji} = v_{ji}\sqrt{\lambda_i}, \qquad \text{score} = (x-\bar x)\cdot v_iΣvi​=λi​vi​,loadingji​=vji​λi​​,score=(x−xˉ)⋅vi​

An eigenvector gives the direction of a component. A loading scales it by the component's spread; with standardised columns it is the correlation between a variable and the component. The sign of a component is arbitrary, so this tool makes its largest entry positive.

  1. Tools
  2. Machine Learning
  3. PCA Visualizer
  4. PCA Explained Variance Calculator

About PCA Explained Variance Calculator

This explained variance calculator reports the share of total variance each principal component captures, as a table and a scree chart, with the cumulative total beside it. It is free, needs no sign-up and runs in your browser, so nothing you enter is uploaded.

Explained variance is a component's eigenvalue divided by the sum of all eigenvalues. The cumulative column tells you how many components are needed to keep a chosen share of the information, for example 95%.

The page opens on the four iris measurements without standardising. Because petal length has by far the largest raw variance, the first component alone carries most of it, and the other three add little. Compare with the standardised version of the same data in the main tool.

How to use PCA Explained Variance Calculator

  1. 1Pick a sample dataset, or paste your own CSV with a header row and at least two numeric columns.
  2. 2Decide on standardising. Turn it on when the columns are in different units, off when they share one.
  3. 3Read the variance explained by PC1 and the scree chart to see how many components matter.
  4. 4Choose which two components to plot, if you have more than two, and look at the projection.
  5. 5Open the covariance matrix, eigenvector and loading tables to see how each variable contributes to each component.
  6. 6Copy the component scores to use in a spreadsheet or another tool.

Features

  • Covariance matrix, or correlation matrix when columns are standardised.
  • Eigenvalues and eigenvectors by the Jacobi rotation method, sorted from largest to smallest.
  • Explained and cumulative variance as a chart and a table.
  • A projection scatter on any two components, coloured by a text column when one is present.
  • Eigenvector and loading tables, with a stable sign convention.
  • Component scores for every row, copyable as tab-separated text.
  • Up to 5,000 rows and 30 numeric columns, with iris, a two-variable example and a marks table built in.

Worked examples

  • Iris, four columns, not standardised → gives 92.5%, 5.3%, 1.7%, 0.5%

    Cumulative: 92.5%, 97.8%, 99.5%, 100%.

Privacy: how it works

  • Your table is parsed and analysed in your browser tab. Nothing is sent to Ulkaa or anyone else.

Tips

  • A common rule of thumb is to keep enough components to explain 90 to 95% of the variance. The note under the result card tells you how many that is.
  • Look for an elbow in the scree chart: components after it add little.
  • Large loadings of the same sign mean the variables move together on that component; opposite signs mean a contrast between them.
  • Remove ID columns and anything that is not a measurement before running PCA.

Frequently asked questions

Is it really free?

Yes. There is no price, no trial and no credit card. Ulkaa Tool does the work with your own device, so there is no server bill to pass on to you.

Do I need an account?

No. There is no sign-up and no login. Open the page and use it. An Ulkaa account is not needed for anything on this tool.

Does it run in my browser?

Yes. Your table are processed by code running in your browser tab, on your own device.

Is my data uploaded?

No. Your table are never sent to Ulkaa or to anyone else. You can check this yourself by watching the Network tab in your browser developer tools while you use the tool.

How many principal components should I keep?

Common rules are to keep enough to explain 90 to 95% of the variance, or to stop at the elbow of the scree plot.

What is a scree plot?

A chart of the explained variance of each component in order. The point where it flattens out suggests how many components are meaningful.

More PCA Visualizer pages

  • PCA VisualizerPaste numeric columns and see the covariance matrix, eigenvectors, explained variance and a 2D projection.
  • PCA Covariance Matrix CalculatorSee the covariance matrix that PCA starts from, with its eigenvalues and eigenvector.
  • Eigenvalue and Eigenvector Calculator for PCAGet the eigenvalues and unit eigenvectors of the covariance matrix of your data.
  • PCA With StandardizationRun PCA on standardised columns, so every variable has the same weight.
  • PCA: PC2 vs PC3 PlotChoose any two components for the scatter, here the second and third.
  • PCA on Two VariablesSee PCA at its simplest, with two variables and the correlation matrix.

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Table of values
Explained variance and cumulative explained variance per principal component
LabelExplained variance %Cumulative %
PC192.4692.46
PC25.3197.77
PC31.7199.48
PC40.52100