PCA
From Ufldl
(→Rotating the Data) |
(→Rotating the Data) |
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Line 95: | Line 95: | ||
One of the properties of <math>\textstyle U</math> is that it is an "orthogonal" matrix, which means | One of the properties of <math>\textstyle U</math> is that it is an "orthogonal" matrix, which means | ||
that it satisfies <math>\textstyle U^TU = UU^T = I</math>. | that it satisfies <math>\textstyle U^TU = UU^T = I</math>. | ||
- | So if you ever need to go | + | So if you ever need to go from the rotated vectors <math>\textstyle x_{\rm rot}</math> back to the |
original data <math>\textstyle x</math>, you can compute | original data <math>\textstyle x</math>, you can compute | ||
:<math>\begin{align} | :<math>\begin{align} |