# Cleve's Cubicle

### From Wikimization

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Singular Value Decomposition <i>versus</i> Principal Component Analysis | Singular Value Decomposition <i>versus</i> Principal Component Analysis | ||

- | <i>SVD meets PCA</i>, by Cleve Moler | + | from <i>SVD meets PCA</i>, slide by Cleve Moler |

“''The Wikipedia pages on SVD and PCA are quite good and contain a number of useful links, although not to each other.''” | “''The Wikipedia pages on SVD and PCA are quite good and contain a number of useful links, although not to each other.''” |

## Revision as of 18:48, 17 October 2017

Singular Value Decomposition *versus* Principal Component Analysis

from *SVD meets PCA*, slide by Cleve Moler

“*The Wikipedia pages on SVD and PCA are quite good and contain a number of useful links, although not to each other.*”

MATLAB News & Notes, Cleve’s Corner, 2006

%relationship of pca to svd m=3; n=7; A = randn(m,n); [coef,score,latent] = pca(A) X = A - mean(A); [U,S,V] = svd(X,'econ'); % S vs. latent rho = rank(X); latent = diag(S(:,1:rho)).^2/(m-1) % U vs. score sense = sign(score).*sign(U*S(:,1:rho)); %account for negated left singular vector score = U*S(:,1:rho).*sense % V vs. coef sense2 = sign(coef).*sign(V(:,1:rho)); %account for corresponding negated right singular vector coef = V(:,1:rho).*sense2