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)?

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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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