Suppose that A is a 75 mean centered data matrix. Let A=UVT be the singular value
decomposition of A. =50000000300000001000000000000000000 Suppose the PCA algorithm is
run on A and returns the rotation and the scores. (a) Write an expression for the rotation matrix
in terms of U,,V. (Simplify if possible.) (b) Write an expression for the scores in terms of U,,V.
(Simplify if possible.) (c) What are the eigenvalues and corresponding eigenvectors of ATA ? (d)
From your answers above, why would one say that the PCA algorithm does the same thing as the
algorithm to compute the SVD?.
Suppose that A is a 7�5 mean centered data matrix. Let A=UVT be the s.pdf
1. Suppose that A is a 75 mean centered data matrix. Let A=UVT be the singular value
decomposition of A. =50000000300000001000000000000000000 Suppose the PCA algorithm is
run on A and returns the rotation and the scores. (a) Write an expression for the rotation matrix
in terms of U,,V. (Simplify if possible.) (b) Write an expression for the scores in terms of U,,V.
(Simplify if possible.) (c) What are the eigenvalues and corresponding eigenvectors of ATA ? (d)
From your answers above, why would one say that the PCA algorithm does the same thing as the
algorithm to compute the SVD?
