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From Dmitriy Lyubimov <>
Subject PCA doc question for devs:
Date Wed, 05 Sep 2012 23:10:37 GMT

I have a question w.r.t what to advise people in the SSVD manual for PCA.

So we have

(A-M) \approx U \Sigma V^t

and strictly speaking since svd is reduced rank, we need to re-project
original data points as

Y= (A-M)V

However we can assume (A-M)V \approx U \Sigma, can't we? I.e. instead of
recomputing tough job of (A-M)V we can just advise to use U\Sigma or just U
in some cases, can't we?


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