Perturbation theory to derive the pca

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Reference no: EM131107047

Principal-Components Analysis: Constrained-Optimization Approach

In Section 8.4, we used perturbation theory to derive the PCA.In this problem we address this same issue from the perspective of a constrained-optimization approach.

Let x denote an m-dimensional zero-mean data vector and w denote an adjustable parameter vector of the same dimension m.

Let σ² denote the variance of the projection of the data vector x onto the parameter vector w.

Reference no: EM131107047

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