Singular Value Decomposition and Principal Component Analysis

Rasmus Elsborg Madsen, Lars Kai Hansen, Ole Winther

AbstractThis note is intended as a brief introduction to singular value decomposition (SVD) and
principal component analysis (PCA). These are very useful techniques in data analysis and
TypeTechnical report
Electronic version(s)[pdf]
BibTeX data [bibtex]
IMM Group(s)Intelligent Signal Processing