Statistics, Covariance Matrix, Eigenvectors, Pca Analysis, Machine Learning.
eigenvector’s length changes during the transformation. Consider a square matrix A. If there exists a nonzero vector v and a scalar λ such that: A * v = λ * v Then v is an eigenvector of A, and λ is the corresponding eigenvalue. Calculating Eigenvalues and Eigenvectors To calculate eigenvalues and