is there a relationship between eigen values and covariance matrix?

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Mohamed Moawed
Mohamed Moawed on 22 Apr 2013
when calculating Principle Component Analysis, we need to compute first the covariance matrix, then we get the eigenvalues and the eigenvectors. if the covariance matrix is n X n, then there are n eigenvalues. is there a relationship between covariance matrix and eigenvalues?

Answers (1)

Walter Roberson
Walter Roberson on 22 Apr 2013

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