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Principal component analysis-matlab

  1. Mar 15, 2014 #1
    1. The problem statement, all variables and given/known data
    How do I find the error of the PCA?

    ||x1hat - x1||^2 + ...+ ||xnhat-xn||^2 so xnhat is the pca one. What is xn?
     
    Last edited: Mar 15, 2014
  2. jcsd
  3. Mar 16, 2014 #2
    can you elaborate more? having some trouble guessing what your notation means.
     
  4. Mar 16, 2014 #3
    Basically x= randn(100,15)
    x_centered=(eye(100)-(1/100)*ones(100,100))*x to subtract the mean to center the data
    [s,d,v]=svd(x_centered);

    I need to find the principal components
    which just the eigenvalues but according to my professor {divi}for i = 1 to 15.
    Then I am asked what is the pca with 3, 4, 5 components. For 3 components is it just [d1v1 d2v2 d3v3]

    Then I am asked to find the mse of it. I am confused what do I compare the PCA of 3 components to to take the F- norm?
     
    Last edited: Mar 16, 2014
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