-3
votes
1answer
36 views

Eigenvalues and Eigenvectors of a singular Covariance matrix

I am working on a research in which my data matrix $\bf X$ has dimension of $N\times P$ where $P>>>>N$.ie. its a small sample size problem. I need to compute the covariance of $\bf X$, ...
2
votes
4answers
535 views

PCA - Image compression

I have 2 questions related to principal component analysis: The first is, how do you prove that the principal components matrix forms a orthonormal basis? Are the eigenvalues always orthogonal? The ...
1
vote
3answers
293 views

Principal Component Analysis in Face Recognition - number of Eigenvalues?

I'm at the beginning of learning about the PCA as it is applied in the field of face recognition (Eigenface algorithm) and I came about the following question: "You're using a training set of 80 ...
25
votes
2answers
4k views

What do eigenvalues have to do with pictures?

I am trying to write a program that will perform OCR on a mobile phone, and I recently encountered this article : Can someone explain this to me ?