4. Calculate the eigenvalues and eigenvectors of the covariance matrix. Arrange the eigenvalues and eigenvectors in descending order as shown: A=[₁2] S= [S₁ $₂] where ₁ and ₂ are the eigenvalues with the corresponding eigenvectors (column vectors) s₁ and s₂, and λ₁ > 1₂. Note: It is recommended for you to retain the actual values. You may use the STORE function of your calculator for easier accessibility. Note that there will be some discrepancies if rounding off will be done during the solution. The principal components are selected to be the eigenvector/s with the highest eigenvalue/s. The number of eigenvectors to be selected varies and depends on various factors. For this problem, we will only select the highest eigenvalue and the corresponding eigenvector will be the principal component. This is also known as the feature vector.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
4. Calculate the eigenvalues and eigenvectors of the covariance matrix. Arrange the
eigenvalues and eigenvectors in descending order as shown:
A = . s=
A =
S = [S1 S2]
where 1, and 12 are the eigenvalues with the corresponding
eigenvectors (column vectors) s, and s2, and 1, > d2.
Note: It is recommended for you to retain the actual values. You may use the STORE function of
your calculator for easier accessibility. Note that there will be some discrepancies if rounding off
will be done during the solution.
The principal components are selected to be the eigenvector/s with the highest eigenvalue/s.
The number of eigenvectors to be selected varies and depends on various factors. For this
problem, we will only select the highest eigenvalue and the corresponding eigenvector will be
the principal component. This is also known as the feature vector.
Transcribed Image Text:4. Calculate the eigenvalues and eigenvectors of the covariance matrix. Arrange the eigenvalues and eigenvectors in descending order as shown: A = . s= A = S = [S1 S2] where 1, and 12 are the eigenvalues with the corresponding eigenvectors (column vectors) s, and s2, and 1, > d2. Note: It is recommended for you to retain the actual values. You may use the STORE function of your calculator for easier accessibility. Note that there will be some discrepancies if rounding off will be done during the solution. The principal components are selected to be the eigenvector/s with the highest eigenvalue/s. The number of eigenvectors to be selected varies and depends on various factors. For this problem, we will only select the highest eigenvalue and the corresponding eigenvector will be the principal component. This is also known as the feature vector.
Expert Solution
steps

Step by step

Solved in 4 steps with 27 images

Blurred answer
Similar questions
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman