Re: [Tutor] PCA on sparse matrices, tolerance of eigenvalues

"Jaidev Deshpande" wrote I tried using the 'scipy.sparse.eigs' tool for performing principal component analysis on a matrix which is roughly 80% sparse. First of all, is that a good way to go about it? Umm, I remember the term eigenvalue from University math. Other than that the first sente

[Tutor] PCA on sparse matrices, tolerance of eigenvalues

Dear all, I tried using the 'scipy.sparse.eigs' tool for performing principal component analysis on a matrix which is roughly 80% sparse. First of all, is that a good way to go about it? Second, the operation failed when the function failed to converge on accurate eigenvalues. I noticed the 'tol