Eigen Values and Eigen Vectors`

Click to access Abdi-EVD2007-pretty.pdf

The wikipedia article below says that eigen decomposition and spectral decomposition are one and the same.

https://en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

 

Principal Component Analysis

Click to access principal_components.pdf

The transformed data is obtained as

-.677873399 X .69 + -.735178656  X .49 = -.827970186

Click to access PCA.pdf

Getting back data from eigen values and eigen vectors

https://in.answers.yahoo.com/question/index?qid=20110407024322AAkzB3U

Image Compression example using Principal Component Analysis(PCA)

Click to access 15PCA.pdf

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