Gets the eigenvalues of the covariance/correlation matrix, though the
calculation is actually performed using the singular values of the data
matrix.
Namespace:
CenterSpace.NMath.StatsAssembly: NMathStats (in NMathStats.dll) Version: 3.4.0.0
Syntax
| C# |
|---|
public DoubleVector Eigenvalues { get; } |
| Visual Basic (Declaration) |
|---|
Public ReadOnly Property Eigenvalues As DoubleVector |
| Visual C++ |
|---|
public: property DoubleVector^ Eigenvalues { DoubleVector^ get (); } |
Remarks
The eigenvalues of the covariance/correlation matrix are equal to the squares
of the standard deviations of the principal components.
