Machine Learning, Data Science, Data Visualisation, Linear Algebra, Math.
where Z is the dataset matrix and A is the co-variance matrix. Now lets consider the final equation which is (A-λI)x = 0. Here there are two requirements. (A-λI) must be a square matrix. det(A-λI) must equal to 0, det(A-λI) = 0. The first requirement will automatically be met as A (the co-variance