2. Suppose the mean corrected data matrix is XC. Decompose it with SVD as XC=U*V'....
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2. Suppose the mean corrected data matrix is XC. Decompose it with SVD as XC=U*V'. Use (n-1)U as the coordinates for the n observations and *V'/n-1 as the coordinates for the p- variables. Prove that the correlation of two variables is reflected by the angle between the two corresponding vectors of the two variables.
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