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From Dmitriy Lyubimov <dlie...@gmail.com>
Subject Re: PCA doc question for devs:
Date Wed, 05 Sep 2012 23:59:12 GMT
Yes i have an option to output U * Sigma^0.5 already.

But strictly speaking the way PCA space is defined would require just
U*Sigma output. Or it is not worth it?


On Wed, Sep 5, 2012 at 4:56 PM, Ted Dunning <ted.dunning@gmail.com> wrote:
> Yes.  (A-M)V is U \Sigma.  You may actually want something like U \sqrt
> \Sigma instead, though.
>
>
> On Wed, Sep 5, 2012 at 4:10 PM, Dmitriy Lyubimov <dlieu.7@gmail.com> wrote:
>
>> Hello,
>>
>> I have a question w.r.t what to advise people in the SSVD manual for PCA.
>>
>> So we have
>>
>> (A-M) \approx U \Sigma V^t
>>
>> and strictly speaking since svd is reduced rank, we need to re-project
>> original data points as
>>
>> Y= (A-M)V
>>
>> However we can assume (A-M)V \approx U \Sigma, can't we? I.e. instead of
>> recomputing tough job of (A-M)V we can just advise to use U\Sigma or just U
>> in some cases, can't we?
>>
>> Thanks.
>> -d
>>

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