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 ...
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, ...
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 ...
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 ...