... | @@ -54,5 +54,5 @@ S = X^T X |
... | @@ -54,5 +54,5 @@ S = X^T X |
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S = 1/N \sum {n=1}^{N} (x_n - \overline{x})(x_n-\overline{x})^T
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S = 1/N \sum {n=1}^{N} (x_n - \overline{x})(x_n-\overline{x})^T
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```
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```
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In the third step, we maximize the variance of the projected data onto new coordinate system. This step consists of multiple small steps.
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In the third step, we maximize the variance of the projected data onto new coordinate system. This step consists of multiple smaller steps.
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