Eigenvalue analysis Singular Value Decomposition

Correspondence factor analysis can be described in three steps. First, one applies a transformation to the data which involves one of the three types of closure that have been described in the previous section. This step also defines two vectors of weight coefficients, one for each of the two dual spaces. The second step comprises a generalization of the usual singular value decomposition (SVD) or eigenvalue decomposition (EVD) to the case of weighted metrics. In the third and last step, one constructs a biplot for the geometrical representation of the rows and columns in a low-dimensional space of latent vectors. 

Certain quantitative measures from linear control theory may help at various steps to assess relationships between the controlled and manipulated variables. These include steady-state process gains, open-loop time constants, singular value decomposition, condition numbers, eigenvalue analysis for stability, etc. These techniques are described in... 

We shall encounter numerous situations in which eigenvalue analysis provides insight into the behavior and performance of an algorithm, or is itself of direct use, as when estimating the vibrational frequencies of a structure or when calculating the states of a system in quantum mechanics. The related method of singular value decomposition (SVD), an extension of eigenvalue analysis to nonsquare matrices, is also discussed. 

---