26 January 2013

2D PCA with SVD in R

res.svd <- svd(x)
t <- res.svd$u %*% diag(res.svd$d)
t1 <- t[,1]
p1 <- res.svd$v[,1]
gues <- t1 %*% t(p1)
plot(x)
points(gues[,1],gues[,2],col='red')

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