Machine Learning, Dimensionality Reduction, Eigenvectors, Algorithms, Mathematics.
Matrix of the Mean centered data! Basically, we have derived a formula to get the variance of our data along ANY vector v in our original n-dimensional space!!! var(vᵗx) = vᵗ*Cov(c(x))*v (note — this is just a quadratic form since covariance matrix is a symmetric matrix) The hard part is over. All