X = U D V' ## D are the singular values of X X'X = V D^2 V' ## D^2 are the eigenvalues of X'X
V is the same in both factorizations. 2010/9/22 OndÅej Mikula <[email protected]> > Dear R-helpers, > could anybody explain me briefly what is the difference between > eigenvectors returned by 'eigen' and 'svd' functions and how they are > related? > Thanks in advance > Ondrej Mikula > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html> > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]]
______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
