PCA Algorithm Programming Design Steps
PCA Algorithm Programming Design Steps: 1. Mean Centering 2. Compute Covariance Matrix and its Eigenvalues/Eigenvectors 3. Count Eigenvalues Exceeding Threshold 4. Sort Eigenvalues in Descending Order 5. Remove Small Eigenvalues 6. Remove Large Eigenvalues (Typically Omitted) 7. Combine Selected Eigenvalues 8. Select Corresponding Eigenvalues/Eigenvectors 9. Compute Whitening Matrix 10. Extract Principal Components