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.
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.
posted by metamerist at
9:54 PM
2 Comments:
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!!
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.
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