svd, pca - linear transformation

2014 3 13
0 个回答
更新时间：2014 3 16
1 次查看（30 天）

0 个投票

Hi, I used to do the following..
[U,SS,V] = svd(Y*Y');
W = sqrt(SS);
w = diag(W);
L = diag(1./w)*U';
T = L*Y;
Here the first row of L gave me the linear transformation between my observations and the first PC.
FOr a variety of reasons I am now using
[coeffZ, score, latent, tsquared, explained, mu]=pca(Z);
Can someone please explain how I can obtain L from this?
Thanks,
S

请先登录，再回答此问题。

回答（0 个）

类别

在 帮助中心 和 File Exchange 中查找有关 Dimensionality Reduction and Feature Extraction 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by