From: Yan Tian on
I have some data, and I want to reduce the dimension at first, if the
data lie in linear subspace, I can use PCA, otherwise I can use
manifold or something esle, but how do i know that data lie in linear
subspace or not? does anyone know it? Thank you!
From: Virgil on
In article
<4ce788a1-f0e9-48a9-a717-5b5214c8bc29(a)r24g2000yqd.googlegroups.com>,
Yan Tian <tianyan1020(a)gmail.com> wrote:

> I have some data, and I want to reduce the dimension at first, if the
> data lie in linear subspace, I can use PCA, otherwise I can use
> manifold or something esle, but how do i know that data lie in linear
> subspace or not? does anyone know it? Thank you!

One method:

Construct a matrix whose rows are your data points, then use Gauss or
Gauss-Jordan row reduction on it.

See: http://en.wikipedia.org/wiki/Row_reduction

Note, however, that if your data contains even small random errors due
to , say, measurement roundoffs, this may make linearly dependent sets
of vectors appear independent or vice versa.
From: kevin kitenik on
thank you a lot for the answer.

have a ncie day



--
thanks a lot.
From: Robert Israel on
On Sat, 26 Dec 2009 13:09:54 -0700, Virgil wrote:

> In article
> <4ce788a1-f0e9-48a9-a717-5b5214c8bc29(a)r24g2000yqd.googlegroups.com>,
> Yan Tian <tianyan1020(a)gmail.com> wrote:
>
>> I have some data, and I want to reduce the dimension at first, if the
>> data lie in linear subspace, I can use PCA, otherwise I can use
>> manifold or something esle, but how do i know that data lie in linear
>> subspace or not? does anyone know it? Thank you!
>
> One method:
>
> Construct a matrix whose rows are your data points, then use Gauss or
> Gauss-Jordan row reduction on it.

Unless there's something special about the origin, you might want to
look for an affine subspace containing the data, not just a linear one.
In that case you can start by subtract one data point from the others.

Singular value decomposition would probably give you better numerical
results.

> See: http://en.wikipedia.org/wiki/Row_reduction
>
> Note, however, that if your data contains even small random errors due
> to , say, measurement roundoffs, this may make linearly dependent sets
> of vectors appear independent or vice versa.


--
Robert Israel israel(a)math.MyUniversitysInitials.ca
Department of Mathematics http://www.math.ubc.ca/~israel
University of British Columbia Vancouver, BC, Canada