PCA Eigenvalue correspondence with matrix data
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Hi all,
How do I know which Eigenvalue corresponds to which Matrix dats columns. For example suppose I have a 3x3 matrix and a vector of eigenvalues (0.3 0.15 0.05) (they are sorted) , how do I find out if the first eigenvalue deals with the first, second or third column? And the seccond eigenvalue.... so on and so forth.
Thank you very much
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