This article presents a from-scratch C# implementation of the first technique: compute eigenvalues and eigenvectors from the covariance matrix. If you're not familiar with PCA, most of the terminology ...

Paul A. White, The Computation of Eigenvalues and Eigenvectors of a Matrix, Journal of the Society for Industrial and Applied Mathematics, Vol. 6, No. 4 (Dec., 1958), pp. 393-437 ...

The effect of balancing is to shift the eigenvalues in the positive direction which effectively hides the eigenvectors associated with what would normally be negative eigenvalues.

Luka Grubišić, Jeffrey S. Ovall, On Estimators for Eigenvalue/Eigenvector Approximations, Mathematics of Computation, Vol. 78, No. 266 (Apr., 2009), pp. 739-770 ...

Outside particle physics, eigenvalues and eigenvectors are used in analyzing vibrating systems and facial recognition programs. Linear algebra is used everywhere in quantitative sciences, engineering ...

Eigenvectors are columns of numbers, and eigenvalues, scalars that are multiplied with the eigenvector, said Tao, who has published several papers about eigenvectors.

One simple criterion is to retain components with associated eigenvalues greater than the average eigenvalue (Kaiser 1958). SAS/INSIGHT software offers this criterion as an option for selecting the ...