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Jul 31, 2012 at 8:17 comment added ttnphns You are right: if that doesn't matter in the context of K-means clustering then it doesn't matter, all said. I was thinking of other contexts, where D and D_new must be as close as possible.
Jul 31, 2012 at 8:06 comment added blubb @ttnphns: I'm sorry, I don't follow. The paper shows that running k-means on the vectors of the constant shift embedding will yield the same cluster assignments as running pairwise clustering on the original dissimilarity matrix. Given that I don't see why it should matter that the transformed distances $D_{new}$ are far from the original distances $D$.
Jul 30, 2012 at 12:10 comment added ttnphns ...but this way is very bad in the sense that the resultant euclidean data X produce euclidean distances D_new which are very far from original dissimilarities D. So, I wouldn't recommend your step 5. It seems much better simply to set negative eigenvalues to 0 and skip to step 7. Or, slightly more fine approach: set negative eigenvalues to 0, rescale positive eigenvalues so that they sum be original (=trace(S)), and then skip to step 7. That's how it appears to me.
Jul 30, 2012 at 12:03 comment added ttnphns Subtracting the sum of negative eigenvalues from all the eigenvalues and then restoration S matrix is equivalent to subtracting that sum from the diagonal elements of S. This endeed makes S positive (semi)definite, but...
Jul 30, 2012 at 9:36 history edited blubb CC BY-SA 3.0
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Jul 30, 2012 at 9:35 comment added blubb @ttnphns: It basically is PCA, yes, but it doesn't require the distances to be metric. The description of step 5 was unfortunate, thanks for spotting it. Is it now clear?
Jul 30, 2012 at 2:26 comment added ttnphns Please, exemplify your step 5. Substracting the last (negative) eigenvalue(s) from S matrix elements seem to not help make S positive semidefinite.
Jul 30, 2012 at 0:52 comment added ttnphns The steps described are nothing less than Principal Coordinates Analysis which I mention in my answer.
Jul 25, 2012 at 12:15 history answered blubb CC BY-SA 3.0