What, If the eigenvalue of a covariance matrix is equal to the eigenvalue of a correlation matrix?
What does it mean when the eigenvalue of a covariance matrix is less than eigenvalue of a correlation matrix?
Muhammad Ali
Have a look at Article A simple procedure for the comparison of covariance matrices
https://stats.stackexchange.com/questions/392349/eigenvectors-for-correlation-and-covariance-matrix-pca
3 votes
2 thanks
Debopam Ghosh
Covariance and Correlation matrices are related to each other by Congruence Transformation, in these type of transformations the eigenvalues are scaled but the Inertia( number of positive, negative and zero eigenvalues ) get preserved under such transformations.
1 votes
0 thanks
- Badges
- Science topic
- Similar topics
- Mathematics
More Manmit Singh's questions See All
Similar questions and discussions