Math Problem Statement
Solution
Ask a new question for Free
By Image
Drop file here or Click Here to upload
Math Problem Analysis
Mathematical Concepts
Principal Component Analysis (PCA)
Covariance Matrix
Data Projection
Ellipses
Formulas
Principal Component = direction of maximum variance
Theorems
Eigendecomposition of the covariance matrix
Suitable Grade Level
Undergraduate Level (Statistics/Data Science)
Related Recommendation
Understanding PCA Projections: Direction of Maximum Variance in Ellipse Data
Understanding PCA Projection Directions with Elliptical Data
Understanding PCA and Dimensionality Reduction
Information Loss in PCA with Roughly Equal Eigenvalues & True Statements about PCA
PCA vs MDA: Optimal Projection Directions and Error Minimization