August 2019
Intermediate to advanced
342 pages
9h 35m
English
We are now able to present the concepts of Eigenvectors and Eigenvalues, which come from linear algebra.
An Eigenvector of a square matrix, A, is represented by that vector v, which respects the following condition:

In the same way, the value λ (represented by a scalar) constitutes the corresponding Eigenvalue of the vector v.
It should be kept in mind that the Eigenvectors (and the corresponding Eigenvalues) can be calculated only for square matrices, and not all square matrices have Eigenvectors and Eigenvalues.
To understand the relevance of the Eigenvectors and Eigenvalues for the PCA, we must remember that ...
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