Yes. (AM)V is U \Sigma. You may actually want something like U \sqrt
\Sigma instead, though.
On Wed, Sep 5, 2012 at 4:10 PM, Dmitriy Lyubimov <dlieu.7@gmail.com> wrote:
> Hello,
>
> I have a question w.r.t what to advise people in the SSVD manual for PCA.
>
> So we have
>
> (AM) \approx U \Sigma V^t
>
> and strictly speaking since svd is reduced rank, we need to reproject
> original data points as
>
> Y= (AM)V
>
> However we can assume (AM)V \approx U \Sigma, can't we? I.e. instead of
> recomputing tough job of (AM)V we can just advise to use U\Sigma or just U
> in some cases, can't we?
>
> Thanks.
> d
>
