[Tutor] PCA on sparse matrices, tolerance of eigenvalues

[Jaidev Deshpande]

Dear all,

I tried using the 'scipy.sparse.eigs' tool for performing principal
component analysis on a matrix which is roughly 80% sparse.

First of all, is that a good way to go about it?

Second, the operation failed when the function failed to converge on
accurate eigenvalues. I noticed the 'tol' attribute in the function, but how
does one define a reasonable tolerance and calculate it?

Thanks
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