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[MRG+1] Made PCA expose the singular values #7685
What does this implement/fix? Explain your changes.
I've made it so that the singular values from the underlying SVD are stored in the PCA classes under the attribute "singular_values_".
This was a trivial fix, and all I did was to save the singular values in an instance variable. I also added the attribute to the list of attributes in the documentations and added doc tests for them. I also added unit tests (
Any other comments?
It may appear like there are loads of commits in this fix, but the commits listed below are some old stuff I was working on years ago, that are no longer in my fork. This fix only add changes to the modules: "decomposition/incremental_pca.py", "decomposition/pca.py" and "decomposition/truncated_pca.py" and to their corresponding unit tests, and the changes are made on the latest commit to the main scikit-learn repository.
Looks good apart from minor comments. I'm not sure whether we want a test or not.