it only matters for non-Mahout applications, but if you have repeated eigenvalues, then any vector in the space spanned by the corresponding eigenvectors is also an eigenvector. To the extent that you might have nearly repeated eigenvalues, vectors in the space spanned by the corresponding eigenvectors will be nearly eigenvectors. That is what makes Jake's test work ... to misquote the over-quoted move, Eigen is as Eigen does.
On Sun, Nov 6, 2011 at 4:19 PM, Jake Mannix <[email protected]> wrote: > But you don't need a formula: look at EigenVerificationJob for the way to > measure your accuracy, you can just run this on your data after you've > extracted out your first k singular vector/value pairs, and see how far > into > this list you want to keep. The measurement I use is "how close to an > eigenvector is this vector?". I.e. how big is 1 - (v/|v|) . > ((AA'v)/|AA'v|) ? >
