check accuracy with the mean squared error

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Maria Di Biase

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Sep 16, 2021, 6:21:52 AM9/16/21
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Hi there,

Thank you for sharing this excellent tool. I am a new user of flashpca and would like to check the decomposition accuracy according to your definition: || X XT / p - U D2 ||F2 / (n × k) . Is there an inbuilt function to compute this (i.e., the mean squared error) or should I compute this using the algorithm above with the following inputs: U(eigenvalues) D(eigenvectors) and X(data)? 

Thanks,

Maria
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