Linear Algebra, Svd, Eigenvectors, Eigenvalue, Data Science.
matrixes are the Eigenvectors. You would probably see this equation as A(V) = Σ(V) in many other contexts, where Σ is the Eigenvalues, and V is the eigenvectors. So if we take the correlation matrix of the form we define, we can get to this form. Here in our case where X = U. Σ. Vᵀ, the correlation