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Full-Text Articles in Physical Sciences and Mathematics
Singular Value Decomposition And Its Visualization, Lingsong Zhang, J. S. Marron, Haipeng Shen, Zhengyuan Zhu
Singular Value Decomposition And Its Visualization, Lingsong Zhang, J. S. Marron, Haipeng Shen, Zhengyuan Zhu
Zhengyuan Zhu
Singular value decomposition (SVD) is a useful tool in functional data analysis (FDA). Compared to principal component analysis (PCA), SVD is more fundamental, because SVD simultaneously provides the PCAs in both row and column spaces. We compare SVD and PCA from the FDA view point, and extend the usual SVD to variations by considering different centerings. A generalized scree plot is proposed to select an appropriate centering in practice. Several useful matrix views of the SVD components are introduced to explore different features in data, including SVD surface plots, image plots, curve movies, and rotation movies. These methods visualize both …