Math, asked by chotavim3040, 9 months ago

What is the relation between eigen values and varience

Answers

Answered by sakshamagarwal54

The eigenvalues are the variances of the axes. So the eigenvalues are the values that are maximized. The eigenvaluessum to the total variance, which is the sum of the diagonals in the covariance matrix. ... Thus the sum of theeigenvalues will equal the sum of thevariances

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