Therefore, the solution offered by PCA consists of finding the matrix P, of which at least three ways are possible: by calculating the eigenvectors of the square, symmetric covariance matrix XTX (eigenvector an
Therefore, the solution offered by PCA consists of finding the matrix P, of which at least three ways are possible: by calculating the eigenvectors of the square, symmetric covariance matrix XTX (eigenvector analysis implying a diagonalization of the XTX); by calculating the eigenvectors of X by...