Question: Suppose the mean corrected data matrix is XC. Decompose it with SVD as XC=UA*V. Use (n-1)U as the coordinates for the n observations and

Suppose the mean corrected data matrix is XC. Decompose it with SVD

Suppose the mean corrected data matrix is XC. Decompose it with SVD as XC=UA*V. Use (n-1)U as the coordinates for the n observations and A*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.

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Let XC be the mean corrected data matrix with dimensions n x p and let XC UA V be the singular value decomposition of XC First we can define the coord... View full answer

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