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Feb
27
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Oct
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comment Projection onto Singular Vector Subspace for Singular Value Decomposition
Thank you! This is exactly what I wanted to know.
Oct
1
accepted Projection onto Singular Vector Subspace for Singular Value Decomposition
Jun
26
comment Projection onto Singular Vector Subspace for Singular Value Decomposition
I'm not completely familiar with your notation, but I think that's right. I want to approximate the larger matrix with a matrix of reduced dimension while maintaining as much of the original variance as possible (hence the use of the SVD).
Jun
26
asked Projection onto Singular Vector Subspace for Singular Value Decomposition