Tagged Questions
0
votes
0answers
91 views
Singular value decompostion covariance matrix (numerical recipes)
I am trying to implement singular value decomposition in C. I am using routines svdfit and svdvar from Numerical Recipes.
The results from svdfit seem to be correct, but the results from svdvar are ...
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1answer
170 views
Solving PCA with correlation matrix of a dataset and its singular value decomposition
Suppose I have a $d \times n$ matrix $\mathbf X$ (each entry point has $d$ dimensions) and after some manipulation of data (i.e. summarizing the data $\mathbf X$) I get its $d \times d$ symmetric, ...
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votes
2answers
235 views
One component in PCA is always the mean vector in two-dimensions but not three
I've been testing PCA via SVD to decompose a simple time series data matrix, $X$. I have two signals $x_1(t)$ and $x_2(t)$ in a data matrix where $M$ rows represents each timepoint sample and each ...
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vote
0answers
64 views
Comparing original variables with characteristic values of diagonalized variance-covariance matrix
If I have a reference data set comprising repeated measurements of 3 variables of a system in state $A$. Given new observations of these variables for a different system I would like to classify ...
