raise LinAlgError(“SVD did not converge”) LinAlgError: SVD did not converge in matplotlib pca determination

Question

code :

import numpy
from matplotlib.mlab import PCA
file_name = \"store1_pca_matrix.txt\"
ori_data = numpy.loadtxt(file_name,dtype=\'float\', comments=\'#\', de         


        

Answer 1

I know this post is old, but in case someone else encounters the same problem. @jseabold was right when he said that the problem is nan or inf and the op was probably right when he said that the data did not have nan's or inf. However, if one of the columns in ori_data has always the same value, the data will get Nans, since the implementation of PCA in mlab normalizes the input data by doing

ori_data = (ori_data - mean(ori_data)) / std(ori_data).

The solution is to do:

result = PCA(ori_data, standardize=False)

In this way, only the mean will be subtracted without dividing by the standard deviation.