[R] SVD on a matix

kayj kjaja27 at yahoo.com
Fri May 23 23:30:01 CEST 2008


Hi All,

I performed an svd on a matrix X and saved the first three column of the
left singular matrix U. ( I assume that they correspond to the projection of
the matrix on the first three  eigen vectors that corresponds to the first
three largest eigenvalues). I would like to know how much variance is
explained by the first eigenvectors? how can I find that.

Thanks for your help
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