Principal Components and Regression by Singular Value Decomposition on a Small Computer

J. C. Nash and L. P. Lefkovitch

Journal of the Royal Statistical Society Series C, 1976, vol. 25, issue 3, 210-216

Abstract: A compact program for performing a variety of regression and principal component computations is described. A singular value decomposition of the data matrix is used which permits calculations involving rank deficient data to be handled satisfactorily. The importance of avoiding the calculation of a sum of squares and cross‐products matrix is demonstrated by an example.

Date: 1976
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