Intuitive and practical….. PCA, SVD, dimensionality reduction and all that…..

Links to places than explain well how to do PCA and how to understand it…….

http://stats.stackexchange.com/questions/2691/making-sense-of-principal-component-analysis-eigenvectors-eigenvalues

http://math.stackexchange.com/questions/1146/intuitive-way-to-understand-principal-component-analysis

http://www.cs.otago.ac.nz/cosc453/student_tutorials/principal_components.pdf

http://www.cerebralmastication.com/2010/09/principal-component-analysis-pca-vs-ordinary-least-squares-ols-a-visual-explination/

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