Singular value decomposition and its relation to principal component analysis
Supervisor | prof. RNDr., Karel Hron, Ph.D. |
Name | Singular value decomposition and its relation to principal component analysis |
Type | Bachelor |
Status | Assigned |
Description | Singular value decomposition is definitely the most popular decomposition of a data matrix in statistics. The bachelor thesis will introduce this decomposition, its mathematical properties, and consequently also applications in principal component analysis that belongs to the most employed tools of multivariate statistical analysis. |