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

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caio amorim
caio amorim on 29 May 2020
Edited: John D'Errico on 30 May 2020
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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the cyclist
the cyclist on 29 May 2020
In addition to the Wikipedia article that John linked, you might find this answer of mine helpful in understanding the basics of PCA better.
John D'Errico
John D'Errico on 30 May 2020
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.
Do some reading.

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