title: PCA for high dimensional matrix
body: <p>I have 20 4D matrix and I want to perform PCA on them to get may be 2 or 3 4D matrix that explains most of the variance. I think this means I have 20 observations, but how do I organize my 20 observations into a matrix to perform PCA? Is it correct to just arrange each matrix into a column? I am unsure about it beacuse I feel though the 20 matrix are correlated, elements in the individual matrice are not. </p>
  
  <p>Is there anyone here to help me understand PCA? Thanks a lot!</p>