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Results tagged with matrix-decomposition
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user 22518
Matrix decomposition refers to the process of factorizing a matrix into a product of smaller matrices. By decomposing a large matrix, one can efficiently perform many matrix algorithms.
3
votes
1
answer
298
views
How to explain the numerical discrepancy between FactoMineR::PCA() and the svd() in their ou...
I am comparing the output of two functions in R to do Principal Component Analysis (PCA), the FactoMineR::PCA() and the base::svd() using the R built-in data set mtcars, given that the former function …
- 1,147
2
votes
Accepted
How to explain the numerical discrepancy between FactoMineR::PCA() and the svd() in their ou...
The difference between FactoMineR:::PCA() and base::svd() is the scaling and negative signs for some columns in the dataset.
The below code is a proof of the above:
# PCA using FactoMineR::PCA()
libra …
- 1,147
1
vote
1
answer
134
views
How to compute the left singular eigenvector matrix (U) from the output of prcomp() for PCA ...
I am examining the output of the prcomp() function in R for PCA in light of the singular value decomposition equation:
$X = U \cdot \Sigma \cdot V^{T}$, where:
$X$: is the standardized original data m …
- 1,147
1
vote
Accepted
How to compute the left singular eigenvector matrix (U) from the output of prcomp() for PCA ...
This can be achieved by computing the $\Sigma$ first from the prcomp() function to make it numerically equivalent to that of the svd()and it turned out after inspecting the source code of prcomp() thi …
- 1,147