Principal ponent analysis 主成分分析E is the orthogonal matrix whose columns are the eigenvectors of the covariance matrix of x.Su is the covariance matrix of the principle ponent u.Sx is the covaria
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Principal ponent analysis 主成分分析E is the orthogonal matrix whose columns are the eigenvectors of the covariance matrix of x.Su is the covariance matrix of the principle ponent u.Sx is the covaria(图2)