Eigendecomposition of a Covariance Matrix with NumPy

For Principal Component Analysis (PCA)

Image by G Lopez from Pixabay

This article is for those who want to learn how Principal Component Analysis (PCA) works behind the scenes.

First, we manually apply PCA to a real-world dataset by decomposing the covariance matrix. Finally, the results of the manual implementation of PCA will be compared with the…