... | ... | @@ -75,7 +75,7 @@ After getting the mean of the projected data, we can calculate the variance of t |
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1/N \sum_{n=1}^{N} (u_{1}^Tx_{n} - u_{1}^T\overline{x})^2 = u_{1}^TSu_{1}
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```
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We have a definition of the variance of the data projected on $`u_1`$. We are ready to maximize it. But maximization is not an easy optimization problem. If we simply try to maximize the above equation, $`||u_1||`$ would go to $`\inf`$.
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We now have a definition of the variance of the data projected on $`u_1`$. We are ready to maximize it. But maximization is not an easy optimization problem. If we simply try to maximize the above equation, $`||u_1||`$ would go to $`\infty`$.
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... | ... | |