Machine Learning, Data Science, Data Visualisation, Linear Algebra, Math.
the equation determinant(A-λI) = 0. Here λ is the eigenvalue and I is the identity matrix. Using this equation we can find out the value of λ. If the dataset has 2 variables (2 dimensional) then the co-variance matrix A will be a 2*2 matrix, this will lead to a quadratic equation in terms of λ and