PCA, svd, compare two groups.

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sas0701
sas0701 2014 年 2 月 26 日
Hi,
I have group 1 with 25x2000 (i.e. 25 variables and 2000 samples)
[u,s,v]=svd(group1) gives me u=25x25, s = 25x2000 and v = 2000 x 2000.I also have 1 princomp that explains most of the variance.
I want to now project group2 (12 x 2000) into the group1 space to see if the 1 princomp from group1 seperates the two groups.
Does this make sense?
Please correct me if there is another way of doing this..
S

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