Machine Learning, Data Science, Data Visualisation, Linear Algebra, Math.
of PC2 is 3. We calculate the total variation as- Total variation = Sum of Eigenvalues of all PC lines Therefore total variation is 12+3 = 15. The fraction of variation explained by PC1 is 12/15 = 80% and the fraction of variation explained by PC2 is 3/15 = 20%. And so mathematically and