[EMAIL PROTECTED] writes: > prcomp(..., scale = TRUE) does not work correctly: > > $ uname -a > Linux 2.4.20-28.9bigmem #1 SMP Thu Dec 18 13:27:33 EST 2003 i686 i686 i386 > GNU/Linux > $ gcc --version > gcc (GCC) 3.2.2 20030222 (Red Hat Linux 3.2.2-5) > > > a <- matrix(rnorm(6), nrow = 3) > > sum((scale(a %*% svd(cov(a))$u, scale = F)[,1] - (prcomp(a, scale = > F)$x)[,1])^2) > [1] 2.465190e-31 > > sum((scale(a %*% svd(cov(a))$u, scale = T)[,1] - (prcomp(a, scale = > T)$x)[,1])^2) > [1] 0.5493767
Eh? I may be not quite up to speed on my PCA theory, but I fail to see why you should expect to have any relation between prcomp(..., scale=T) and an SVD of the covariance matrix. What you do have is > sum(((scale(a, scale=T) %*% svd(cor(a))$u)[,1] - (prcomp(a, scale = + T)$x)[,1])^2) [1] 6.498858e-30 -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-devel
