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Answers for “在这个 PCA 片段中使用的散度矩阵公式是什么,伴随什么条件?”

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In the PCA setup shown here, the data matrix X is organized such that its rows are data points and its columns are features. Each row is treated as a D-dimensional vector.

Conditions: Rows correspond to data points.; Columns correspond to features.; Each row lies in RD\mathbb{R}^D.