DoublePCAEigenvalues Property

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.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

public DoubleVector Eigenvalues { get; }

Public ReadOnly Property Eigenvalues As DoubleVector
	Get

public:
property DoubleVector^ Eigenvalues {
	DoubleVector^ get ();
}

member Eigenvalues : DoubleVector with get

Remarks

The eigenvalues of the covariance/correlation matrix are equal to the squares of the standard deviations of the principal components.