The multilayer perceptron, when working in auto-association mode, is sometimes considered as an interesting candidate to perform data compression or dimensionality reduction of the feature space in information processing applications. The present paper shows that, for auto-association, the nonlinearities of the hidden units are useless and that the optimal parameter values can be derived directly by purely linear techniques relying on singular value decomposition and low rank matrix approximation, similar in spirit to the well-known Karhunen-Loève transform. This approach appears thus as an efficient alternative to the general error back-propagation algorithm commonly used for training multilayer perceptrons. Moreover, it also gives a clear interpretation of the rôle of the different parameters.