[KongchangAI]
Unverified60% confidenceFactExact time

PCA is equivalent to performing eigenvalue decomposition on the data covariance matrix; if SVD is applied to the centered data matrix X to obtain X=UΣVᵀ, then the right singular vectors V are the principal component directions of PCA, and the squared singular values divided by the number of samples are the variances corresponding to each principal component.

2
Sources
60%
Confidence
Long-term
Relevance
8/28/2026
First Seen

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