For PCA using the eigenvectors of the covariance matrix, what is the meaning of the eigenvalues?

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caio amorim 2020-5-29

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https://ww2.mathworks.cn/matlabcentral/answers/537847-for-pca-using-the-eigenvectors-of-the-covariance-matrix-what-is-the-meaning-of-the-eigenvalues

编辑： John D'Errico 2020-5-30

When doing a PCA using the largest eigenvectors associated with the largest eigenvalues, what does the values of the eigenvalues means?

Example:

The 2 largest eigenvectors of my dataset are these:

1 - [ 6.62257875e-01 -1.63390189e-01 7.31243512e-01 -1.13386505e-04 -9.65364160e-05 1.02781966e-03]

2 - [ 3.31219165e-01 -8.11563370e-01 -4.81309165e-01 4.26282496e-04 3.70709031e-05 2.55801611e-04]

How can I associate these values with the large dispersion of the data in a plot?

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caio amorim 2020-5-29

well, thank you for not being direct. not answering would be better

John D'Errico 2020-5-30

编辑：John D'Errico 2020-5-30

Rather demanding are you? Sorry, but yours is not even a question about MATLAB. I gave you a link that explains PCA. Do you expect us to teach a statistics course in this forum? I'll give you an entire textbook on the subject. I've seen courses taught.

https://www.amazon.com/Users-Guide-Principal-Components/dp/0471471348

Do some reading.

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