This article presents a from-scratch C# implementation of the second technique: using SVD to compute eigenvalues and eigenvectors from the standardized source data. If you're not familiar with PCA, ...

Principal component analysis (PCA) is a classical machine learning technique. The goal of PCA is to transform a dataset into one with fewer columns. This is called dimensionality reduction. The ...

Correction: The original version of this article incorrectly stated that eigenvalues are the magnitudes of eigenvectors. In fact, eigenvalues are scalars that are multiplied with eigenvectors. This ...