Code:
import numpy
from matplotlib.mlab import PCA
file_name = "store1_pca_matrix.txt"
ori_data = numpy.loadtxt(file_name,dtype='float', comments='#', delimiter=None,
converters=None, skiprows=0, usecols=None, unpack=False, ndmin=0)
result = PCA(ori_data)
Though my input matrix is devoid of nan
and inf
, I do get the error below:
raise LinAlgError("SVD did not converge")
LinAlgError: SVD did not converge
What's the problem?
This can happen when there are inf or nan values in the data.
Use this to remove nan values:
ori_data.dropna(inplace=True)