svd, pca - linear transformation
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Hi, I used to do the following..
[U,SS,V] = svd(Y*Y');
W = sqrt(SS);
w = diag(W);
L = diag(1./w)*U';
T = L*Y;
Here the first row of L gave me the linear transformation between my observations and the first PC.
FOr a variety of reasons I am now using
[coeffZ, score, latent, tsquared, explained, mu]=pca(Z);
Can someone please explain how I can obtain L from this?
Thanks,
S
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