Do you really understand Principal Component Analysis?

[catnaroek]

An “explanation” of principal component analysis that somehow manages not to mention the geometric meaning of the covariance matrix and its eigenvectors? Sad.

Also, please learn to use LaTeX correctly. Don't use the same font for English text and formulas.

[aptrishu]

Hi, the main focus of the post was not to totally focus on geometrical interpretation but rather on why we use eigenvectors and all. I could have made it simpler, had I chosen to represent all of them geometrically. Thanks for your review, I could have done better.

[newen]

Nothing about how it relates to the multivariate Gaussian distribution either.

[aptrishu]

Also, medium doesn't support latex. I could have resized the exported images properly but it was too much of a trouble doing that for every image.