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by gabrielgoh 3216 days ago
6 word answer

PCA is the SVD of A'A

1 comments

Actually it's eigendecomposition of A'A and the SVD of A, is it not?
The SVD of A'A is its eigendecomposition (since it is symmetric semi-definite, the two factorizations are the same).

It is closely related to the SVD of A: (USV')'USV' = VSU'USV' = VS^2V'.