주성분 분석
imported>Pythagoras0님의 2020년 2월 2일 (일) 14:56 판 (→computational resource)
introduction
- The principal components of matrix are linear transformations of the original columns into uncorrelated columns arranged in order of decreasing variance
memo
- https://math.stackexchange.com/questions/3869/what-is-the-intuitive-relationship-between-svd-and-pca
- https://mathematica.stackexchange.com/questions/50987/principal-components-how-to-obtain-linear-transformations
- https://stats.stackexchange.com/questions/2691/making-sense-of-principal-component-analysis-eigenvectors-eigenvalues