How to get the number of significant Eigen Value?
Info
This question is closed. Reopen it to edit or answer.
Show older comments
Im working in Matlab to compute the PCA. I already compute the Eigen Value and the Eigen Vector.
I used this matlab function :
[Eigen Vector, Eigen Value]=eigs(Matrix,k);
With this eigs function, we will get ordered Eigen Value (from big to small).
In this case, Im going to determine the k (which is the number of Eigen Value I want to keep).
And I need to compute k with this formula :
Σ(from 1 to p) of eigen value
------------------------------------------------------- * 100 = our persentage
Σ(from 1 to col of eigen value matrix) of eigen value
where k=p
And to reduce the dimension of input matrix, I just have to :
(Eigen Vector*Eigen Value*Eigen Vector')
Someone know if there is matlab function to get the k number based on the persentage I want ??
Answers (0)
This question is closed.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!