On 4 May 2000 14:53:18 -0700, [EMAIL PROTECTED] (Derek Ogle) wrote:
> Can anyone provide me (a description or a reference will suffice) with a
> convincing argument or demonstration of WHY the first eigenvector-eigenvalue
> of the variance-covariance matrix represents the direction and magnitude of
> the greatest variability in the "cloud of multivariate data"? I can convince
> the students that this is what happens but I can't convince them of the why
> this is what happens. Thank you in advance for your help.
- Why is it the *1st* which is largest and not the last, or some
other?
(assuming that is your question,)
That's a convention. Ordering from big to small or from small to big
"seems natural" but nothing requires it.
At least one easy algorithm produces answers with the largest one
first, and the largest is the one we are most likely to be interested
in; so there's a couple of reasons for you.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
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