Linear Algebra, Eigenvectors, Python, Dimensionality Reduction, Matrix Factorization.
Eigenvalues and eigenvectors can only be found in square matrices. v: n x 1 column matrix, eigenvector. λ: scalar constant, eingenvalue. We cannot subtract a scalar number from a matrix. So, we multiply the scalar number by the identity matrix to get a matrix. Using the above equation; We find λ