Principal Component Analysis through Singular Value Decomposition
How to perform PCA trough singular value decomposition using R. What is singular value decomposition? Singular value decomposition (SVD) is a factorization of a real or complex matrix which generalizes the eigendecomposition of a square normal matrix with an orthonormal eigenbasis to any m x n matrix: Where M is m x n, U is m x m, S is m x n, and V is n x n....