how to get data covariance matrix:
http://stattrek.com/matrix-algebra/covariance-matrix.aspx
meaning of eigen values of covariance matrix:
https://www.quora.com/What-is-an-eigenvector-of-a-covariance-matrix
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how to get data covariance matrix:
http://stattrek.com/matrix-algebra/covariance-matrix.aspx
meaning of eigen values of covariance matrix:
https://www.quora.com/What-is-an-eigenvector-of-a-covariance-matrix
相关文章：