PCA & SVD

PCA的资料:
http://en.wikipedia.org/wiki/Principal_components_analysis

里面提到了: limitation of PCA, 以及PCA的一些局限性,主要是在assumption上

SVD的资料:
http://www.uwlax.edu/faculty/will/svd/index.html
A writes A as a product (hanger)(stretcher)(aligner). It's just SVD
matrix action 觉得很有用.

http://web.mit.edu/be.400/www/SVD/Singular_Value_Decomposition.htm
里面提到了eigenvectors and eigenvalue 怎么得来的.

http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/4000/pdf/imm4000.pdf
提到了PCA 和SVD的关系.

http://www.cc.gatech.edu/~sangmin/pubs/Oh_svd.pdf

The SVD-Fundamental Theorem of Linear Algebra:
http://www.lana.lt/journal/21/Akritas.pdf