Machine Learning, Dimensionality Reduction, Eigenvectors, Algorithms, Mathematics.
since V is an eigenvector space of a real symmetric matrix Cov(c(x)) - i.e V⁻¹ = Vᵗ VV⁻¹ = VVᵗ = I i.e Identity Matrix Therefore, X̅ = ZVᵗ = XVVᵗ = XI = X This is the mathematical reason behind why we don’t lose any information if we create the loadings using ALL principal components. Intuitively,