EigenValues and EigenVectors (2020)
Eigenvalues and eigenvectors of matrices are needed for some of the methods such as Principal Component Analysis (PCA), Principal Component Regression (PCR), and assessment of the input of collinearity. Eigenvalues and Eigenvectors For a real, symmetric matrix $A_{n\times n}$ there exists a set of $n$ scalars $\lambda_i$, and $n$ non-zero …