The purpose of principal component analysis is to derive a small number of independent linear combinations (principal components) of a set of variables that retain as much of the information in the ...
Mathematics of Computation, Vol. 23, No. 105 (Jan., 1969), pp. 119-125 (7 pages) Sets of simple matrices of order N are given, together with all of their eigenvalues and right eigenvectors, and simple ...
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