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习题9-4 #66

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simo-an opened this issue Jan 24, 2022 · 1 comment

simo-an commented Jan 24, 2022

习题9-4 若数据矩阵𝑿′ = 𝑿 − 𝑿̄，则对𝑿′ 奇异值分解𝑿′ = 𝑼𝚺𝑽，则𝑼 为主成分分析的投影矩阵

解答：

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simo-an commented Jan 24, 2022

λi = ((1/N) * wii) ^ 2

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