Howtosignalprocessing
What is Eigendecomposition used for?
Eigendecomposition is used to decompose a matrix into eigenvectors and eigenvalues which are eventually applied in methods used in machine learning, such as in the Principal Component Analysis method or PCA.
Does PCA use Eigendecomposition?
How PCA uses this concept of eigendecomposition? Say, we have a dataset with 'n' predictor variables. We center the predictors to their respective means and then get an n x n covariance matrix. This covariance matrix is then decomposed into eigenvalues and eigenvectors.
