I am trying out the eigenvectors related functions in numpy.linalg.I came across some portions where i have doubts. 1). i have an array X if i calculate L=dot(X,X.transpose()) can L be called the covariance matrix of X?I read so in a paper by Turk&Pentland(equation 3 i think) can someone clarify this ?
2). i tried to find eigenvectors using svd() and eigh() functions evects1,evals,vt=svd(L,0)
evals,evects2=eigh(L)
and sorted both evects1 and evects2 in the descending order of their evals here i find that evects1 and evects2 have same values but some of the values differ in their signs.why is this?
can anyone explain tia W
On Fri, 2 May 2008 23:34:19 0700 (PDT) wilson wilson.t.thompson@gmail.com wrote:
I am trying out the eigenvectors related functions in numpy.linalg.I came across some portions where i have doubts. 1). i have an array X if i calculate L=dot(X,X.transpose()) can L be called the covariance matrix of X?I read so in a paper by Turk&Pentland(equation 3 i think) can someone clarify this ?
2). i tried to find eigenvectors using svd() and eigh() functions evects1,evals,vt=svd(L,0)
evals,evects2=eigh(L)
and sorted both evects1 and evects2 in the descending order of their evals here i find that evects1 and evects2 have same values but some of the values differ in their signs.why is this?
can anyone explain tia W _______________________________________________ Numpydiscussion mailing list Numpydiscussion@scipy.org http://projects.scipy.org/mailman/listinfo/numpydiscussion
http://en.wikipedia.org/wiki/Singular_value_decomposition http://en.wikipedia.org/wiki/Eigenvector http://en.wikipedia.org/wiki/Covariance_matrix
HTH,
Nils
thanks for the links.. but why the different signs for entries in eigenvectors? is it a library specific thing? shouldn't they be identical? W
Hi,
The opposite of an eigenvector is an eigenvector as well, with the same eigenvalue. Depending on the algorithm, both can be returned.
Matthieu
2008/5/3 wilson wilson.t.thompson@gmail.com:
thanks for the links.. but why the different signs for entries in eigenvectors? is it a library specific thing? shouldn't they be identical? W _______________________________________________ Numpydiscussion mailing list Numpydiscussion@scipy.org http://projects.scipy.org/mailman/listinfo/numpydiscussion
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