The document provides an introduction to unsupervised learning and reinforcement learning. It then discusses eigen values and eigen vectors, showing how to calculate them from a matrix. It provides examples of covariance matrices and using Gaussian elimination to solve for eigen vectors. Finally, it discusses principal component analysis and different clustering algorithms like K-means clustering.
4. Let A be an n x n matrix. A scalar λ is called an eigen value of A if there is a non-zero vector
x such that Ax = λx. Such a vector x is called an eigen vector of A corresponding to λ
1. Form the matrix A – λI
2. Calculate det |A – λI|
3. Find solutions to det |A –λI| = 0, which gives the eigen value.
Find x by Gaussian elimination.
Convert the augmented matrix to row echelon form.
Solve the resulting linear system by back substitution.
https://www.studypug.com/algebra-help/solving-a-linear-system-with-matrices-using-gaussian-elimination
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Retain k dimensions such that 80%-95% of the energy is retained
Eigenvalues & Eigenvectors: Definition, Equation & Examples - Video & Lesson Transcript | Study.com