For a covariance or correlation matrix, the sum of its eigenvalues equals the trace of the matrix, that is, the sum of the variances of the n y variables for a covariance matrix, and n y for a ...

Simplify complex datasets using Principal Component Analysis (PCA) in Python. Great for dimensionality reduction and ...

A principal component analysis of a correlation matrix treats all variables as equally important. A principal component analysis of a covariance matrix gives more weight to variables with larger ...