Displaying 1 result from an estimated 1 matches for "tp17441337p17455129".
2008 May 23
1
SVD on a matix
Hi All,
I performed an svd on a matrix X and saved the first three column of the
left singular matrix U. ( I assume that they correspond to the projection of
the matrix on the first three eigen vectors that corresponds to the first
three largest eigenvalues). I would like to know how much variance is
explained by the first eigenvectors? how can I find that.
Thanks for your help
--
View this