Resolving the sign ambiguity in the singular value decomposition.
Many modern data analysis methods involve computing a matrix singular value decomposition (SVD) or eigenvalue decomposition (EVD). Principal components analysis is the time-honored example, but more recent applications include latent semantic indexing, hypertext induced topic selection (HITS), clustering, classification, etc. Though the SVD and EVD are well-established and can be computed via state-of-the-art algorithms, it is not commonly mentioned that there is an intrinsic sign indeterminacy that can significantly impact the conclusions and interpretations drawn from their results. Here we provide a solution to the sign ambiguity problem and show how it leads to more sensible solutions.
- (University of Copenhagen, Frederiksberg C, Denmark)
- (Rensselaer Polytechnic Institute, Troy, NY)
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- Resource Type:
- Technical Report
- Research Org:
- Sandia National Laboratories
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- Country of Publication:
- United States
- 99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; ALGORITHMS; CLASSIFICATION; DATA ANALYSIS; EIGENVALUES Hypertext systems.; Eigenvalues.; Principal components analysis.
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