AppliedMultiple choice
Keeping the big singular values · Part 2 of 3
A centred data matrix has singular values 5, 3 and 1, and no others. You want a low-rank summary of it.
What is the smallest possible value of over all rank-one matrices ?
- A10
- B4, the sum of the discarded singular values
- C34, from keeping the smallest singular value by mistake
- D1, the smallest singular value squared
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PCA, covariance matrices and what an eigenvalue is telling you
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