I calculate the principal component of the data using PRINCOMP.
X=magic(4); coeff = princomp(X);
I then compute singular value decomposition of the covariance of the data using SVD:
c=COV(X);[U,S,V] = svd(c);
I expect 'coeff ' and 'V ' to be equal but they are not.
coeff==V ans = 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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