PCA in Production: Why Power Iteration Fails and np.linalg.eigh is the Right Choice
This article explains why the Power Iteration method, often a first choice for implementing Principal Component Analysis (PCA) from scratch, can lead to inaccurate results in production environments. While intuitive on paper, Power Iteration combined with deflation can amplify floating-point noise, yielding incorrect eigenvectors without raising errors. The author advocates for using numpy.linalg.eigh as a more robust and reliable alternative for calculating eigenvalues and eigenvectors in PCA. AI
IMPACT Explains a critical numerical stability issue in a common machine learning preprocessing technique.