On Fri, Mar 1, 2013 at 7:43 AM, Tamas Jambor <[email protected]> wrote:
> Hi, > > I am trying to run SSVD to compute PCA. As a final result I'd like to > compute U*Sigma. > there should be an option, -us, to bake in sigma into U output so you don't have to have extra job to multiply that yourself. see the manual on the wiki. > > But it seems that the dimensions of the U and Sigma I get from SSVD don't > agree, I get a longer Sigma that U. just wondering if someone could explain > where I can get the correct Sigma from? > I don't remember it offhand. The svd rank computed is actually k+p where k is considered to be useful and p is later thrown away. It is thrown away in matrix outputs but it may still be in the Sigma output. (I known for sure it is thrown away correctly if one gets it form SSVDSolver.getSigma()). If you need Sigma, just take first k values in the output vector. > thanks,Tamas >
