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AMATH 482 A Checkpoint 2 Quiz
True/False
For a truncation of SVD to approximate a data matrix or to project onto modes, where , one uses the cumulative sum of the normalized energy defined as as an indicator of how much energy modes include.
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The question discusses truncation of SVD and how to measure how much information (energy) is captured by the top k modes using an energy-based indicator.
First, recall the standard idea: the energy present in each singular value s_i is proportional to s_i^2. The total energy in the data (under SVD) is the sum of s_i^2 over all singular values considered. To quantify how much energy is captured by the first k modes, we typically compute the fraction E_k = (sum_{i=1}^k s_i^2) / (sum_{i=1}^r s_i^2), where r is the rank or number of singular values kept. T......Login to view full explanationLog in for full answers
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