If the non-zero singular values of the column centered matrix X element of R101x9 (number of features = 9) are 6,5,4,3,2,1. 1. Find the total variance explained by the first four principal components. 2. Find the spectral norm of the pseduo-inverse of X.

If the non-zero singular values of the column centered matrix X element of R101x9 (number of features = 9) are 6,5,4,3,2,1. 1. Find the total variance explained by the first four principal components. 2. Find the spectral norm of the pseduo-inverse of X.

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Question

If the non-zero singular values of the column centered matrix X element of R^101x9 (number of features = 9) are 6,5,4,3,2,1.

1. Find the total variance explained by the first four principal components.

2. Find the spectral norm of the pseduo-inverse of X.

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Step 3: Calculate the spectral norm of the pseduo-inverse of X

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