component scales (singular values)
sdev.RdReturn the per-component scale of a fitted projection. For the SVD-based
methods in this package (svd_wrapper, pca, bi_projector),
this is the vector of singular values of the pre-processed data
matrix, i.e. the square roots of the eigenvalues of \(X^\top X\). It is
not the sample standard deviation of the score columns: those equal
sdev(x) / sqrt(n - 1) (the convention used by stats::prcomp).
The two differ only by the constant factor sqrt(n - 1), so
variance-explained ratios (sdev^2 / sum(sdev^2)) are identical either
way.