### All Entries Tagged svd

• #### Geometric illustration of the SVD

Given the SVD of a matrix, A, such that $$A=U \Sigma V^*,$$ plot the columns of $$U$$ and $$V$$, and show how vectors on the unit circle are transformed ...

• #### Principal components analysis (PCA) using a sequential method

The singular value decomposition is usually presented as the way to calculate the PCA decomposition of a data matrix. The NIPALS algorithm is a very computationally tractable way of calculating ...

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