Theorem 23.2: with A = ∑ xᵢxᵢᵀ = V diag(D) Vᵀ, D nonincreasing, the first n columns of V with W = Uᵀ minimize the PCA objective (23.1)

Initializing...

Theorem 23.2: with A = ∑ xᵢxᵢᵀ = V diag(D) Vᵀ, D nonincreasing, the first n columns of V with W = Uᵀ minimize the PCA objective (23.1) · Prove2Me