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PCA 5 finding eigenvalues and eigenvectors
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Video Source: www.youtube.com/watch?v=2fCBE7DWgd0
Full lecture: http://bit.ly/PCA-alg • To find the eigenvectors, we first solve the determinant equation for the eigenvalues. We then solve for each eigenvector by plugging the corresponding eigenvalue into the linear system. Remember that eigenvectors must have unit length.
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