5 ms·
6 word answer PCA is the SVD of A'A
by gabrielgoh 9y ago
6 word answer
PCA is the SVD of A'A
- lottin 9y agoActually it's eigendecomposition of A'A and the SVD of A, is it not?
- stephencanon 9y agoThe SVD of A'A is its eigendecomposition (since it is symmetric semi-definite, the two factorizations are the same). It is closely related to the SVD of A: (USV')'USV' = VSU'USV' = VS^2V'.