Question: 2. Suppose the mean corrected data matrix is X C . Decompose it with SVD as X C =U * V' . Use (n-1) U
2. Suppose the mean corrected data matrix is XC. Decompose it with SVD as XC=U*V'. Use (n-1)U as the coordinates for the n observations and *V'/n-1 as the coordinates for the p- variables. Prove that the correlation of two variables is reflected by the angle between the two corresponding vectors of the two variables.
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
