Matrix projection on to vector

Well, the math behind PCA is non-trivial. How much math background do you have? You will need to have taken at least an undergraduate level course in Linear Algebra (the course that math and physics majors take, not the course that statistics or psych majors take). It is based on Singular Value Decomposition. Here’s the wikipedia page on PCA. Google will find you plenty more articles about that.

Here’s an earlier thread with some links about PCA.