[Numpy-discussion] performance matrix multiplication vs. matlab

[David Warde-Farley]

On 9-Jun-09, at 3:54 AM, David Cournapeau wrote:

> For example, what ML people call PCA is called Karhunen Loéve in  
> signal
> processing, and the concepts are quite similar.


Yup. This seems to be a nice set of review notes:

	http://www.ece.rutgers.edu/~orfanidi/ece525/svd.pdf

And going further than just PCA/KLT, tying it together with maximum  
likelihood factor analysis/linear dynamical systems/hidden Markov  
models,

	http://www.cs.toronto.edu/~roweis/papers/NC110201.pdf

David