Multivariate Centered Data Matrix
Standardizes raw observation vectors into centered matrix X̃ = X - 1 x̄^T with zero empirical column means.
Investigate multivariate dimensionality reduction, compute sample covariance matrices, execute Singular Value Decomposition (SVD) and eigendecomposition, project observations onto principal axes, and verify variance scaling. Explore interactive statistical sampling, probability models, and empirical regression.
Ready to sample with Scale k = 1.0.
Adjust Scale k, then execute statistical trial.
Probabilistic samples are evaluated rigorously using 64-bit IEEE 754 precision. Residuals reflect ordinary least-squares regression across successive observations. Continuous data structures support high-fidelity empirical probability functions.
PCA is an unsupervised linear method; it cannot detect complex non-linear manifold structures (e.g., Swiss roll). The empirical regression of dominant eigenvalues against total variance scale confirms principal component scaling with slope m = 0.4000 and R² = 1.000000.
Standardizes raw observation vectors into centered matrix X̃ = X - 1 x̄^T with zero empirical column means.
Computes sample covariance matrix S = (1/(n-1)) X̃^T X̃ across multi-attribute observations.
Computes eigenvalues λ_j and orthogonal eigenvectors v_j satisfying S v_j = λ_j v_j via QR iteration.
Calculates proportion of variance explained by each principal component: PV_j = λ_j / ∑ λ_i.
Projects observations onto principal axes Z = X̃ V to construct uncorrelated score coordinates.
Performs linear regression of dominant eigenvalue λ_1 versus scale factor k to extract slope m = 0.400.
Investigate multivariate dimensionality reduction, compute sample covariance matrices, execute Singular Value Decomposition (SVD) and eigendecomposition, project observations onto principal axes, and verify variance scaling. Standardized parameter settings: 1.0, 2.0, 3.0, 4.0, 5.0, 6.0 factor.
Set sample size n = 10,000 observations with bivariate covariance matrix Σ having correlation r = 0.80 on the PCA dashboard.
Subtract column means to form centered matrix X̃. Verify that empirical means equal zero across all attributes.
Compute covariance matrix S and solve for eigenvalues (λ_1, λ_2) and orthogonal eigenvectors (v_1, v_2). Verify v_1^T v_2 = 0.
Evaluate the scree ratio PV_1 = λ_1 / (λ_1 + λ_2). For r = 0.80 and normalized variance, verify dominant component captures 40% of baseline scale.
Increment total variance scale across standardized steps k ∈ {1.0, 2.0, 3.0, 4.0, 5.0, 6.0}, recording the dominant eigenvalue λ_1.
Fit a linear regression line y = mx to coordinate pairs (x = k, y = λ_1). Confirm that empirical slope m = 0.4000 validates principal variance scaling.
Points are your recorded observations. The solid regression line validates Principal Component Analysis mathematical scaling.
| # | Total Variance Scale Factor k (factor) | First Principal Component Eigenvalue λ_1 (Eigenvalue λ_1) | Total Variance Scale Factor k | First Principal Component Eigenvalue λ_1 | Remove |
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