[Numpy-discussion] svd and eigh

wilson wilson.t.thompson@gmail....
Sat May 3 01:34:19 CDT 2008


I am trying out the eigenvectors related  functions in numpy.linalg.I
came across some portions where i have doubts.
1).
i have an array X
if i calculate L=dot(X,X.transpose())
can L be called the covariance matrix of X?I read so in a paper by
Turk&Pentland(equation 3 i think)
can someone clarify this ?

2).
i tried to find eigenvectors using svd() and eigh() functions
evects1,evals,vt=svd(L,0)

evals,evects2=eigh(L)

and sorted both evects1 and evects2 in the descending order of their
evals
here i find that evects1 and evects2 have same values but some of the
values differ in their signs.why is this?

can anyone explain
tia
W


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