... | ... | @@ -99,7 +99,7 @@ How do we find the correct directions in the PC space? Note that the variance is |
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u_{1}^TSu_{1} = u_{1}^T\lambda_1u_{1} = \lambda_1u_{1}^Tu_{1} = \lambda_1
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```
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In other words, what is to be maximized is the eigenvalue and $`u_{1}`$ is the eigenvector corresponding to the largest eigenvalue of S, $`\lambda_1`$. For M principle component, we need to calculate the eigenvectors and eigenvalues of the covariance matrix S.
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In other words, what is to be maximized is the eigenvalue, where $`u_{1}`$ is the eigenvector corresponding to the largest eigenvalue of S, $`\lambda_1`$. For M principle component, we need to calculate the eigenvectors and eigenvalues of the covariance matrix S.
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