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Re: PCA in Octave

From: Ilija Basicevic
Subject: Re: PCA in Octave
Date: Tue, 20 Oct 2020 21:26:36 +0200
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Juan muchas gracias.


On 20/10/2020 08:49, Juan Pablo Carbajal wrote:
On Thu, Oct 15, 2020 at 10:41 PM ilja <> wrote:

In the literature, there are several versions of Principal Components
Analysis mentioned.
Conventional, probabilistic, kernel.
Which of them is implemented in Octave ?

Most likely you will find the conventional and probabilistic from
(they differ on the normalization only).
These flavors are just the massaged output of SVD [1]. I have some
very incomplete notes on this [2], as well, use carefully.

For kernel pca, you can check the web, e.g.
If you are using PCA for system reduction check the empirical gramian


prof. Ilija Bašičević, phd

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