[Numpy-discussion] svd and eigh

[Nils Wagner]

On Fri, 2 May 2008 23:34:19 -0700 (PDT)
  wilson <wilson.t.thompson at 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
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http://en.wikipedia.org/wiki/Singular_value_decomposition
http://en.wikipedia.org/wiki/Eigenvector
http://en.wikipedia.org/wiki/Covariance_matrix


HTH,

       Nils