Why do we find eigen vectors of the co-variance matrix in PCA?
25410
What is an intuitive explanation for how PCA turns from a geometric problem (with distances) to a linear algebra problem (with eigenvectors)?
6590
PCA and proportion of variance explained
151088
Finding Matrix A from Eigenvalues and Eigenvectors (Diagonalization)
6293
Is there a way to use the covariance matrix to find coefficients for multiple regression?
29408
Get Eigensystem to return orthogonal eigenvectors for Hermitian matrix
37653
Singular covariance matrix in Mahalanobis distance in Matlab
3589
How to reverse PCA and reconstruct original variables from several principal components?
102166
What is the relation between rank of a matrix, its eigenvalues and eigenvectors
56670
The intuition behind generalized eigenvectors
3544
Eigenvectors of a circulant matrix
87448
Why is a sample covariance matrix singular when sample size is less than number of variables?
116362
Is PCA unstable under multicollinearity?
90064
What does it mean when Mathematica returns a zero "eigenvector"?
141628
How did the equation $|A- \lambda I| = 0$ came for finding Eigen values of a Matrix
156868
Why is finding $M$ eigenvectors on smaller matrix valid?
14181
Can averaging all the variables be seen as a crude form of PCA?
3089
Why PCA of data by means of SVD of the data?