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...
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...