Why eigen vector of a covariance matrix is the largest principle components?
10466
Making sense of principal component analysis, eigenvectors & eigenvalues
6590
PCA and proportion of variance explained
34697
Why is the Fisher Information matrix positive semidefinite?
92744
These two operators commute...but their eigenvectors aren't all the same. Why?
97990
Why can the row-reduced echelon matrix $R$ only be identity matrix?
52935
Do eigenvectors of quantum operators span the whole Hilbert Space?
153127
Is $U=V$ in the SVD of a symmetric positive semidefinite matrix?
145396
Symmetric Matrix , Eigenvectors are not orthogonal to the same eigenvalue.
18487
Why are there only $n-1$ principal components for $n$ data if the number of dimensions is $\ge n$?
154757
One component in PCA is always the mean vector in two-dimensions but not three
122951
If the $\det(A)=0$ why does the matrix $A$ have an eigenvector?
123573
Is a sample covariance matrix always symmetric and positive definite?
77307
Why does inversion of a covariance matrix yield partial correlations between random variables?
70245
Why is the eigenvector in PCA taken to be unit norm?
58017
When is it necessary to estimate the covariance matrix instead of calculating it directly?
37836
Generalized eigenvectors in MATLAB?
144097
eigenvalues and eigenvectors of $vv^T$