I want to get singular values of a matrix in R
to get the principal components, then make princomp(x) too to compare results
I know princomp() would give the principal components
Question
How to get the principal components from $d, $u, and $v (solution of s = svd(x)
)?
One way or another, you should probably look into
prcomp
, which calculates PCA usingsvd
instead ofeigen
(as inprincomp
). That way, if all you want is the PCA output, but calculated usingsvd
, you're golden.Also, if you type
stats:::prcomp.default
at the command line, you can see how it's using the output ofsvd
yourself.