Machine Learning, Data Science, Dimensionality Reduction, Intuition, Linear Algebra.
Vy=(2*x1, 2*x2, 2*x3)=2*Vx. That is, the vectors are scalar multiples of each other, they’re collinear, and the dot product is maximum. We can now formalize that claim by defining: 3. Covariance Matrix The variance and covariance, both being merely dot products, can be summarized in a single