Question: This is a short answer question. Give points/results. Given a data matrix D with d = 5 columns with a total variance of 100, an

This is a short answer question. Give points/results.

This is a short answer question. Give points/results. Given a data matrix

Given a data matrix D with d = 5 columns with a total variance of 100, an analyst performs a PCA via eigenvalue decomposition, with the resulting eigenvalues as [35,25,20,15,5]. If the analyst wishes to reduce dimensionality with 80 % of variance explained, how many dimensions would the analyst be able to reduce down to? What would be the standard deviations of the data for these selected dimensions

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