Principal Component, Machine Learning, Artificial Intelligence, Linear Algebra, Data Science.
our eigenvalues are now all divided by N. That’s why people use the SVD for PCA. Eckart-Young-Mirsky and PCA There’s a bit more nuance to this SVD approach, but I won’t go into it. It requires an in-depth look at the Eckart-Young-Mirsky theorem, which involves breaking down the SVD into rank-one