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SignCorrectionInSVDandPCA

于 2010-07-01 发布 文件大小:2KB
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  虽然奇异值分解(SVD)和特征值分解(EVD的)是行之有效的,可以通过先进的设施设备先进的算法,它不是通常所说,有一个内在的迹象,可以显着影响的不确定性的结论计算及诠释来自其结果。我们提供一个解决方案,标志模糊的问题确定了从奇异向量的内积和个人数据载体签署奇异向量的迹象。该数据可能有不同的载体,但它有它自身的定位和实际意义的选择方向,其中多数的向量点。这可以通过评估发现了内心的签署标志产品的总和。(Although the Singular Value Decomposition (SVD) and eigenvalue decomposition (EVD) are well-established and can be computed via state-of-the-art algorithms, it is not commonly mentioned that there is an intrinsic sign indeterminacy that can significantly impact the conclusions and interpretations drawn from their results. We provide a solution to the sign ambiguity problem by determining the sign of the singular vector from the sign of the inner product of the singular vector and the individual data vectors. The data vectors may have different orientation but it makes intuitive as well as practical sense to choose the direction in which the majority of the vectors point. This can be found by assessing the sign of the sum of the signed inner products. )

文件列表:

license.txt,1331,2009-05-29
sign_flip.m,3220,2009-05-29

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