Principal Components and Regression by Singular Value Decomposition on a Small Computer | Zendy

Nash J. C. | Zendy; Lefkovitch L. P. | Zendy

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Principal Components and Regression by Singular Value Decomposition on a Small Computer

Author(s) -

Nash J. C.,

Lefkovitch L. P.

Publication year - 1976

Publication title -

journal of the royal statistical society: series c (applied statistics)

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.205

H-Index - 72

eISSN - 1467-9876

pISSN - 0035-9254

DOI - 10.2307/2347228

Subject(s) - principal component analysis , singular value decomposition , principal (computer security) , mathematics , statistics , decomposition , regression , value (mathematics) , regression analysis , econometrics , computer science , algorithm , biology , ecology , operating system

Summary A compact program for performing a variety of regression and principal component computations is described. A singular value decomposition of the data matrix is used which permits calculations involving rank deficient data to be handled satisfactorily. The importance of avoiding the calculation of a sum of squares and cross‐products matrix is demonstrated by an example.

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