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3270数学中等derivationmedium

How Standardization Changes the PCA Spectrum

题目

A raw covariance matrix is \Sigma=egin{pmatrix}9&6\6&9\end{pmatrix}. After standardizing each coordinate to unit variance, what are the eigenvalues of the correlation matrix, and what fraction of standardized variance does the first component explain?

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你的答案

fraction_explained