blog
notes
miguel
PCA
Tags: None
State: None
Background
Orthogonal Matrix
SVD
Solve:
A
=
U
Σ
V
T
A = U\Sigma V^T
A
=
U
Σ
V
T
For non-square matrix
A
A
A
U
U
U
(orthogonal matrix)
Σ
\Sigma
Σ
- n x n
V
T
V^T
V
T
- n x n matrix
Resources
http://peterbloem.nl/blog/pca
https://www.cs.princeton.edu/picasso/mats/PCA-Tutorial-Intuition_jp.pdf
https://www.youtube.com/watch?v=F-nfsSq42ow