Sorry for these questions, I'm trying to understand and cannot seem to figure it out anywhere.
The material I've read so far on Eigenvalues and eigenvectors have showed for
From what I understand from the Eigenvalues, is that it shows how the data has been transformed (how much by) whereas the Eigenvectors show at what direction.
2x2 matrix, I used the following:
This works fine, however, the problem that I'm facing is that I have a matrix of size:
451x128 which when I compute the Covariance matrix, I get the dimensions of
My question is: How do I take the Eigenvalues/eigenvectors of a matrix (
128x128) of this magnitude? I was lead to believe that, since, the Eigenvalues and eigenvectors show how to matrix has changed, there should be just a few values?
Hope someone can help