Re: [R] PCA problem in R

From: Berton Gunter <>
Date: Tue 16 Aug 2005 - 03:11:50 EST

You are wrong. No covariance matrix is computed. Please don't "speculate" -- read the Help file which clearly states:

"The calculation is done by a singular value decomposition of the (centered and possibly scaled) data matrix, not by using eigen on the covariance matrix. This is generally the preferred method for numerical accuracy. "

> I speculate that the underlying function transposes the
> input data matrix and computes the the TxT [rather than SxS]
> covariance matrix and solves for the eigenvalues/vectors.
> It then uses a linear transformation to get the results
> for the original input data matrix.
> Computationally, the above is much faster and uses less memory.
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> mailing list PLEASE do read the posting guide! Received on Tue Aug 16 03:22:22 2005

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