[MAHOUT-1757] Small fix in spca formula

• Type: Improvement
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Fix Version/s: 0.10.2, 0.11.0
• Epic Link: Samsara-algorithms
• Sprint: Jul-2015
• Assignee: Suneel Marthi
• Reporter: Dmitriy Lyubimov
• Created: 17/Jul/15 00:28
• Updated: 07/Aug/15 15:56
• Resolved: 31/Jul/15 20:18

Description

there's small error in the spca, Y correction inside power iterations should really be -(s_b-xi'xi*s_b). It doesn't seem to affect much the result but this is a small error (~7-th-8th digit after dot) it introduces when power iterations are used.