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Definition of "principal component" |
notionally, the direction of greatest variability of a random vector or among a set of sample vectors.More specifically, the principal component is the direction of the eigenvector associated with the largest eigenvalue of the covariance matrix of the random vector (or the sample covariance of a sample set). More generally, the n principal components of a distribution are the eigenvectors corresponding to the n largest eigenvalues. Principal components are frequently used for data clustering, pattern analysis, and compression. |
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