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特征根估计
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特征根估计
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eigenvalue estimation
特征根估计
在主成分分析中,将一系列可能相关的变量通过正交变化转化成一系列线性无关的变量(称为“主成分”),涉及矩阵特征分解,得到特征根的过程,可用于计算累积贡献率来确定选取多少个重要的主成分。
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