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Matrix theory / Linear algebra / Matrices / Singular value decomposition / Multivariate statistics / Eigenvalues and eigenvectors / Principal component analysis / Diagonalizable matrix / Matrix / Square matrix / Eigendecomposition of a matrix / Hermitian matrix


Three Derivations of Principal Components j.p.lewis Three Derivations of Principal Component Analysis Why are the PCA basis vectors the eigenvectors of the correlation matrix?
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Document Date: 2008-03-24 23:35:11


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