3-poissonPCA.R

# Compare PCA scores with the SVD's U*Sigma
theoreticalScores <- mySVD$u %*% sigma
all(round(myPCA$x,5) == round(theoreticalScores,5)) # TRUE

# Compare PCA loadings with the SVD's V
all(round(myPCA$rotation,5) == round(mySVD$v,5)) # TRUE

# Show that mat == U*Sigma*t(V)
recoverMatSVD <- theoreticalScores %*% t(mySVD$v)
all(round(mat,5) == round(recoverMatSVD,5)) # TRUE

# Show that mat == scores*t(loadings)
recoverMatPCA <- myPCA$x %*% t(myPCA$rotation)
all(round(mat,5) == round(recoverMatPCA,5)) # TRUE