810 715 841 1124 Suppose the matrix X = 1094 532 1426 describes some collected data in which each row corresponds to a data 685 - 890 468 point. Determine the vector of sample means, the covariance matrix, the eigenvalues of the covariance matrix, and the associated orthonormal eigenvectors. Use these to determine the first principal component. What proportion of the total variance does the first principal component account for?
810 715 841 1124 Suppose the matrix X = 1094 532 1426 describes some collected data in which each row corresponds to a data 685 - 890 468 point. Determine the vector of sample means, the covariance matrix, the eigenvalues of the covariance matrix, and the associated orthonormal eigenvectors. Use these to determine the first principal component. What proportion of the total variance does the first principal component account for?
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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