Singular Value Decomposition versus Principal Component Analysis - Revision history

Ranjelin at 03:43, 18 September 2018

Ranjelin — Tue, 18 Sep 2018 03:43:22 GMT

←Older revision		Revision as of 03:43, 18 September 2018
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	Terminology like <i>variance</i> of principal components (PCs) can be found here:		Terminology like <i>variance</i> of principal components (PCs) can be found here:
	[https://stats.stackexchange.com/questions/134282/relationship-between-svd-and-pca-how-to-use-svd-to-perform-pca Relationship between SVD and PCA].		[https://stats.stackexchange.com/questions/134282/relationship-between-svd-and-pca-how-to-use-svd-to-perform-pca Relationship between SVD and PCA].
-	<br><i>Standard deviation</i> ~~is square root of~~ variance.	+	<br><b>(</b><i>Standard deviation</i> squared equals variance.<b>)</b>
-	<br>Sign of principal component ~~vectors are~~ not unique.	+	<br>Sign of principal component vector is not unique.

Ranjelin — Tue, 18 Sep 2018 03:39:17 GMT

←Older revision		Revision as of 03:39, 18 September 2018
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	[https://stats.stackexchange.com/questions/134282/relationship-between-svd-and-pca-how-to-use-svd-to-perform-pca Relationship between SVD and PCA].		[https://stats.stackexchange.com/questions/134282/relationship-between-svd-and-pca-how-to-use-svd-to-perform-pca Relationship between SVD and PCA].
	<br><i>Standard deviation</i> is square root of variance.		<br><i>Standard deviation</i> is square root of variance.
		+	<br>Sign of principal component vectors are not unique.

Ranjelin — Sun, 16 Sep 2018 20:28:01 GMT

←Older revision		Revision as of 20:28, 16 September 2018
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	</pre>		</pre>

-	<i>coef, score, latent</i> definitions from ~~Matlab~~	+	<i>coef, score, latent</i> definitions from
-	[https://www.mathworks.com/help/stats/pca.html pca()]	+	[https://www.mathworks.com/help/stats/pca.html Matlab pca()]
	command.		command.

Ranjelin — Sun, 16 Sep 2018 20:27:06 GMT

←Older revision		Revision as of 20:27, 16 September 2018
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-	from <i>SVD meets PCA</i> slide by Cleve Moler.	+	from [https://www.mathworks.com/videos/the-singular-value-decomposition-saves-the-universe-1481294462044.html <i>SVD meets PCA</i>]
		+	slide [17:46] 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.''”

Ranjelin — Sun, 16 Sep 2018 20:21:21 GMT

←Older revision		Revision as of 20:21, 16 September 2018
Line 1:		Line 1:
-	from <i>SVD meets PCA</i>, slide 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.''”

Ranjelin — Sun, 16 Sep 2018 20:19:12 GMT

←Older revision		Revision as of 20:19, 16 September 2018
Line 32:		Line 32:

	Terminology like <i>variance</i> of principal components (PCs) can be found here:		Terminology like <i>variance</i> of principal components (PCs) can be found here:
-	[https://stats.stackexchange.com/questions/134282/relationship-between-svd-and-pca-how-to-use-svd-to-perform-pca Relationship between SVD and PCA]	+	[https://stats.stackexchange.com/questions/134282/relationship-between-svd-and-pca-how-to-use-svd-to-perform-pca Relationship between SVD and PCA].
	<br><i>Standard deviation</i> is square root of variance.		<br><i>Standard deviation</i> is square root of variance.

Ranjelin — Sun, 16 Sep 2018 20:18:38 GMT

←Older revision		Revision as of 20:18, 16 September 2018
Line 31:		Line 31:
	command.		command.

-	Terminology like <i>variance ~~of principal components~~</i> can be found here:	+	Terminology like <i>variance</i> of principal components (PCs) can be found here:
	[https://stats.stackexchange.com/questions/134282/relationship-between-svd-and-pca-how-to-use-svd-to-perform-pca Relationship between SVD and PCA]		[https://stats.stackexchange.com/questions/134282/relationship-between-svd-and-pca-how-to-use-svd-to-perform-pca Relationship between SVD and PCA]
	<br><i>Standard deviation</i> is square root of variance.		<br><i>Standard deviation</i> is square root of variance.

Ranjelin — Sun, 16 Sep 2018 05:20:41 GMT

←Older revision		Revision as of 05:20, 16 September 2018
Line 31:		Line 31:
	command.		command.

-	~~Good explanation of terminology~~ like <i>variance of principal components</i> can be found here:	+	Terminology like <i>variance of principal components</i> can be found here:
	[https://stats.stackexchange.com/questions/134282/relationship-between-svd-and-pca-how-to-use-svd-to-perform-pca Relationship between SVD and PCA]		[https://stats.stackexchange.com/questions/134282/relationship-between-svd-and-pca-how-to-use-svd-to-perform-pca Relationship between SVD and PCA]
		+	<br><i>Standard deviation</i> is square root of variance.

Ranjelin — Sun, 16 Sep 2018 05:15:13 GMT

←Older revision		Revision as of 05:15, 16 September 2018
Line 26:		Line 26:
	coef = V(:,1:rho).*sense2		coef = V(:,1:rho).*sense2
	</pre>		</pre>
		+
		+	<i>coef, score, latent</i> definitions from Matlab
		+	[https://www.mathworks.com/help/stats/pca.html pca()]
		+	command.

	Good explanation of terminology like <i>variance of principal components</i> can be found here:		Good explanation of terminology like <i>variance of principal components</i> can be found here:
	[https://stats.stackexchange.com/questions/134282/relationship-between-svd-and-pca-how-to-use-svd-to-perform-pca Relationship between SVD and PCA]		[https://stats.stackexchange.com/questions/134282/relationship-between-svd-and-pca-how-to-use-svd-to-perform-pca Relationship between SVD and PCA]

Ranjelin — Sun, 16 Sep 2018 05:11:55 GMT

←Older revision		Revision as of 05:11, 16 September 2018
Line 26:		Line 26:
	coef = V(:,1:rho).*sense2		coef = V(:,1:rho).*sense2
	</pre>		</pre>
		+
		+	Good explanation of terminology like <i>variance of principal components</i> can be found here:
		+	[https://stats.stackexchange.com/questions/134282/relationship-between-svd-and-pca-how-to-use-svd-to-perform-pca Relationship between SVD and PCA]