PCA- With more attributes than samples

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Navdeep
Navdeep 2018 年 4 月 7 日
回答済み: Abhishek Ballaney 2018 年 4 月 9 日
Hi I have a huge matrix of sixe 328 * 300000, where 328 corresponds to rows and 300000 to columns. This number 300000 is the number of variables and 328 is the no. of observations for each variable (feature vector for each variable). I want to reduce this number from 328 to something smaller. Can I do it and how because I have seen other way around like reducing 300000 and not 328. Please help.

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Abhishek Ballaney
Abhishek Ballaney 2018 年 4 月 9 日
https://in.mathworks.com/help/stats/pca.html

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