PCA, svd, compare two groups.

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sas0701 2014-2-26

Hi,

I have group 1 with 25x2000 (i.e. 25 variables and 2000 samples)

[u,s,v]=svd(group1) gives me u=25x25, s = 25x2000 and v = 2000 x 2000.I also have 1 princomp that explains most of the variance.

I want to now project group2 (12 x 2000) into the group1 space to see if the 1 princomp from group1 seperates the two groups.

Does this make sense?

Please correct me if there is another way of doing this..

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