Why a smaller covariance matrix is valid when calculating Eigenfaces?
24814
Is PCA still done via the eigendecomposition of the covariance matrix when dimensionality is larger than the number of observations?
58017
When is it necessary to estimate the covariance matrix instead of calculating it directly?
34697
Why is the Fisher Information matrix positive semidefinite?
119662
understanding projection matrices
38169
Bounds on off-diagonal entries of a correlation matrix
61051
Covariance term in simple linear regression
140078
Interpretation of eigenvectors of Hessian in context of local min/max/saddle?
109090
Inverting non positive definite covariance matrix
6206
How does centering make a difference in PCA (for SVD and eigen decomposition)?
90064
What does it mean when Mathematica returns a zero "eigenvector"?
56397
Why do smaller weights result in simpler models in regularization?
25410
What is an intuitive explanation for how PCA turns from a geometric problem (with distances) to a linear algebra problem (with eigenvectors)?
44652
Minimum and Maximum eigenvalue inequality from a positive definite matrix.
71313
Why is nls() giving me "singular gradient matrix at initial parameter estimates" errors?
34539
How to intuitively understand eigenvalue and eigenvector?
6316
PCA on correlation or covariance?
37836
Generalized eigenvectors in MATLAB?