PCA and SVD in R

PCA: Principal Components Analysis (主成分分析)

SVD: Singular Value Decomposition (奇異值分解)

http://www.ams.org/samplings/feature-column/fcarc-svd

http://blog.sciencenet.cn/home.php?mod=space&uid=696950&do=blog&quickforward=1&id=699380 (簡中翻譯)

http://blog.sciencenet.cn/blog-696950-699432.html (簡中翻譯)

 

EVD: Eigenvalue Value Decomposition (特徵值分解)

EVD, SVD, PCA 的 差異性:

http://wendellandservicescience.blogspot.tw/2014/07/eigen-value-singular-value-decomposition-principal-component-analysis.html

 

 

 

 

• Advanced data analysis from an elementary point of view
• Elements of statistical learning
• Alternatives
  • Factor analysis
  • Independent components analysis
  • Latent semantic analysis

 

Source from: http://datasciencespecialization.github.io/courses/04_ExploratoryAnalysis/dimensionReduction/index.html#1