metamerist

Thursday, September 07, 2006

Taking a Break

The recent posts I've made regarding linear algebra have generated an unexpected amount of traffic. While I hadn't planned on writing as much as I did on the subject of the Singular Value Decomposition, what frustrates me is that I feel there's so much more that needs to be said. Especially the following:

1. The relationship between the SVD and the Moore-Penrose Pseudoinverse.
2. The relationship between SVD and PCA and dimensionality reduction.
3. The relationship between SVD and general least squares.

For now, I need to attend to other things and take a break. If you've been at all intrigued by the series so far, you may want to do more research on the three cases listed above.

2 Comments:

Anonymous stephan said...

Thanks a lot for your thoughts on the SVD so far! I would indeed appreciate a post on the relation between SVD and PCA.


Thanks again!!

5:25 AM  
Blogger metamerist said...

You're welcome. Hopefully, I can back to this soon. Mostly, I think I'm just waiting for some insight in how to best present it. I have a number of links to both PCA and SVD on my del.icio.us.

5:48 AM  

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