JuliaStats / MultivariateStats.jl

A Julia package for multivariate statistics and data analysis (e.g. dimension reduction)
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Fix DimensionMismatch in `loadings` #229

Closed timholy closed 4 months ago

timholy commented 4 months ago

When the embedding has a number of zero eigenvalues, λ gets truncated. However, U does not, and thus loadings throws a DimensionMismatch error on master. This fixes that error.

Alternatively, we could truncate U as well, but retaining the full U matrix makes it easier to obtain a full orthonormal basis, if desired.