Hi everyone, I'm just having some trouble solving part d of the this eigenvalue problem assignment. I have thought of a solution but not sure if its correct.
My thinking is that if transform the weights by P they would line up with the transformed vector Pyi so as to to still be valid weights that solve the eigenvalue problem with the same lambda as before. Based on that I think the solution should be PC1=(Pw~)'xi = (Pw~)'(Pyi)
Can anyone provide confirmation or point out if I'm wrong?
Thanks.
My thinking is that if transform the weights by P they would line up with the transformed vector Pyi so as to to still be valid weights that solve the eigenvalue problem with the same lambda as before. Based on that I think the solution should be PC1=(Pw~)'xi = (Pw~)'(Pyi)
Can anyone provide confirmation or point out if I'm wrong?
Thanks.
