Eigenvalue & Explained Variance: How Much Does PC1 Capture?
This lesson is part of the course
In this lesson
You check that R only stretches v₁, compute the eigenvalue λ₁ with the Rayleigh quotient, the total variance as the trace of R and the share of variance PC1 explains.
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Lessons in this course
- Standardising Variables: z-Scores before PCA Locked
- Covariance & Correlation Matrices with MMULT and TRANSPOSE Locked
- Power Iteration: the First Eigenvector with Repeated MMULT Locked
- Eigenvalue & Explained Variance: How Much Does PC1 Capture? Locked
- The Second Component: Deflation and Another Power Iteration Locked
- Scree Plot & Cumulative Variance: How Many Components? (with a Chart) Locked
- Component Scores & Loadings: Placing and Naming the Cities (with a Chart) Locked
- Reconstruction Error: What You Lose with k Components Locked