Why is pca() faster than svd()?

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Evan
Evan on 22 May 2017
Answered: John D'Errico on 22 May 2017
The documentation for the pca() function says that 'svd' is the default algorithm:
"By default, pca centers the data and uses the singular value decomposition (SVD) algorithm."
If this is the case, why does svd(X) take much longer than pca(X)?

Accepted Answer

John D'Errico
John D'Errico on 22 May 2017
Read the help for SVD, particularly the economy SVD.

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