Hi math help forum. I have a matrix algebra assignment for a high dimensional data analysis course which I am quite stuck on. I am pretty new to matrix algebra.
For part (a), I so far understand that lambda_tilda will be larger than lambda_hat, since the lambdas denote the variance of their respective linear combinations and the first principle component is the linear combination with greatest variance. Is there anything more I can add to this answer? or am I misunderstanding anything?
Thanks a bunch
For part (a), I so far understand that lambda_tilda will be larger than lambda_hat, since the lambdas denote the variance of their respective linear combinations and the first principle component is the linear combination with greatest variance. Is there anything more I can add to this answer? or am I misunderstanding anything?
Thanks a bunch
