Data Version(alternative view)
1-D
data matrix
:
rank 1
2-D data matrix :
rank 2
K-D data matrix : rank k
Eigenvectors for 1-D sample covariance matrix: rank 1
Eigenvectors for 2-D sample covariance matrix: rank 2
Eigenvectors for k-D sample matrix
Adding i.i.d. noise
Connection with automatic basis curve finding (to be discussed later)
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