Question: Data Mining We are provided a data ma an eigenvalue decomposition or e the standard deviation for matrix D with n-4 columns, with a corresponding

Data Mining

Data Mining We are provided a data ma an eigenvalue decomposition or

We are provided a data ma an eigenvalue decomposition or e the standard deviation for matrix D with n-4 columns, with a corresponding covariance matrix S. After performing an eigenvalue decomposition of S, we have the following eigenvalues: 25, 16, 9, 4. Based on this information, provide the standard deviation for each Principal Component (PC1-PC4), and show what fraction of the total variance each one explains

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