Pca, Principal Components, Dimensionality Reduction, Eigenvectors, Eigenvalue.
projections. Now, what would it mean to project the data points onto PC1? In the new coordinate system with orange points, we simply take the PC1 part and impute the PC2 with 0. Right? Now if we compute the variance of these projections, it is referred to as the eigenvalue of the PC1. Note that in