[R] SVD on a matix

From: kayj <kjaja27_at_yahoo.com>
Date: Fri, 23 May 2008 14:30:01 -0700 (PDT)

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

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