Question: Q4.1 Use proof by induction to show that the m-dimensional PCA corresponds to the linear projection defined by the m eigenvectors of the sample covariance

Q4.1 Use proof by induction to show that the m-dimensional PCA corresponds to the linear projection defined by the m eigenvectors of the sample covariance matrix S corresponding to the m largest eigenvalues. Use Lagrange multipliers to enforce the orthogonality constraints.

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