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Kaba
Posts:
289
Registered:
5/23/11


Re: how to compute length of principal axis
Posted:
Oct 31, 2011 3:45 PM


MBALOVER wrote: > Hi all, > > I have a data set and I can compute the vector of the principal axis. > However i do not know if there is an equation to compute the length of > the first principal axis. I know that it related to the largest > eigenvalue. But what is exactly the equation? > > For now, I just compute very expensively by projecting all data points > to the principal axis and compute the maximum distance between every > pair of projected points. However it is not efficient. > > I tried to find the equation in books but could not find it. > > Could you please help? > > Thank you.
You will probably want to have a look at the PASTD algorithm:
"Projection approximation subspace tracking"
http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=365290
Simple and efficient, though in principle only approximate. But it might be what you are looking for.
 http://kaba.hilvi.org



