For PCA using the eigenvectors of the covariance matrix, what is the meaning of the eigenvalues?

1 Ansicht (letzte 30 Tage)
When doing a PCA using the largest eigenvectors associated with the largest eigenvalues, what does the values of the eigenvalues means?
Example:
The 2 largest eigenvectors of my dataset are these:
1 - [ 6.62257875e-01 -1.63390189e-01 7.31243512e-01 -1.13386505e-04 -9.65364160e-05 1.02781966e-03]
2 - [ 3.31219165e-01 -8.11563370e-01 -4.81309165e-01 4.26282496e-04 3.70709031e-05 2.55801611e-04]
How can I associate these values with the large dispersion of the data in a plot?
  4 Kommentare
John D'Errico
John D'Errico am 30 Mai 2020
Bearbeitet: John D'Errico am 30 Mai 2020
Rather demanding are you? Sorry, but yours is not even a question about MATLAB. I gave you a link that explains PCA. Do you expect us to teach a statistics course in this forum? I'll give you an entire textbook on the subject. I've seen courses taught.
Do some reading.

Melden Sie sich an, um zu kommentieren.

Antworten (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by