Principal component analysis 主成分分析E is the orthogonal matrix whose columns are the eigenvectors of the covariance matrix of x.Su is the covariance matrix of the principle component u.Sx is the covariance matrix of the x. How does var(tr(E)

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Principal component analysis 主成分分析E is the orthogonal matrix whose columns are the eigenvectors of the covariance matrix of x.Su is the covariance matrix of the principle component u.Sx is the covariance matrix of the x. How does var(tr(E)
Principal component analysis 主成分分析

E is the orthogonal matrix whose columns are the eigenvectors of the covariance matrix of x.

Su is the covariance matrix of the principle component u.

Sx is the covariance matrix of the x.  How does var(tr(E)x) equal to tr(E)[Sx][E]?

Principal component analysis 主成分分析E is the orthogonal matrix whose columns are the eigenvectors of the covariance matrix of x.Su is the covariance matrix of the principle component u.Sx is the covariance matrix of the x. How does var(tr(E)