Yes. (A-M)V is U \Sigma. You may actually want something like U \sqrt \Sigma instead, though.
On Wed, Sep 5, 2012 at 4:10 PM, Dmitriy Lyubimov <dlie...@gmail.com> wrote: > Hello, > > I have a question w.r.t what to advise people in the SSVD manual for PCA. > > So we have > > (A-M) \approx U \Sigma V^t > > and strictly speaking since svd is reduced rank, we need to re-project > original data points as > > Y= (A-M)V > > However we can assume (A-M)V \approx U \Sigma, can't we? I.e. instead of > recomputing tough job of (A-M)V we can just advise to use U\Sigma or just U > in some cases, can't we? > > Thanks. > -d >
