December 2018
Beginner to intermediate
682 pages
18h 1m
English
Content preview from Numerical Computing with Python
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Singular value decomposition - SVD
Many implementations of PCA use singular value decomposition to calculate eigenvectors and eigenvalues. SVD is given by the following equation:
Columns of U are called left singular vectors of the data matrix, the columns of V are its right singular vectors, and the diagonal entries of 
are its singular values. Left singular vectors are the eigenvectors of the covariance matrix and the diagonal element of
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