Linear Algebra Concept

Eigenvectors & PCA

Tilt and stretch the cloud — the principal axes turn to follow its variance.

TILT θ 30° STRETCH 2.0

PC1 variance

84%

PC2 variance

16%

λ₁

2.9

λ₂

0.6

explained variance

PC1

PC2

tip: stretch → PC1 captures almost everything

pca.py