How Can I Calculate Inverse Principal Components

[pwillis (Peter Willis)]

The function ‘PrincipalComponents’ produces components for a list of vectors.

After I modify the components how can I reverse the transform?
Is there an inverse transoform?

Thanks,

P

[fkampas (Frank Kampas)]

According to the documentation for the KarhunenLoeveDecomposition, that function returns the transformation matrix as well as the principal components.