[Numpy-discussion] performance matrix multiplication vs. matlab
David Warde-Farley
dwf@cs.toronto....
Mon Jun 8 02:27:11 CDT 2009
On 8-Jun-09, at 1:17 AM, David Cournapeau wrote:
> I would not be surprised if David had this paper in mind :)
>
> http://www.cs.toronto.edu/~roweis/papers/empca.pdf
Right you are :)
There is a slight trick to it, though, in that it won't produce an
orthogonal basis on its own, just something that spans that principal
subspace. So you typically have to at least extract the first PC
independently to uniquely orient your basis. You can then either
subtract off the projection of the data on the 1st PC and find the
next one, one at at time, or extract a spanning set all at once and
orthogonalize with respect to the first PC.
David
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