Please prove the first principle component direction v corresponds to the largest eigenvector of the sample covariance matrix: varg max w:||w|≤1 m m (w²x¹ - w²μ)².
Please prove the first principle component direction v corresponds to the largest eigenvector of the sample covariance matrix: varg max w:||w|≤1 m m (w²x¹ - w²μ)².
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
Problem 13EQ
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![1. Please prove the first principle component direction v corresponds to the largest eigenvector of the
sample covariance matrix:
varg max
w:||w|≤1 m
m
i=1
(w x³ - wμ)².](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F11859a13-cf6d-42dd-841f-828fa0303cfe%2Fcc7db9c7-c788-40e1-b8e2-0cff47201b7d%2Fhgmu9b_processed.jpeg&w=3840&q=75)
Transcribed Image Text:1. Please prove the first principle component direction v corresponds to the largest eigenvector of the
sample covariance matrix:
varg max
w:||w|≤1 m
m
i=1
(w x³ - wμ)².
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