Dear stat

 

 

Geometrical interpretation of eigen vectors is in terms of axis of ellipse, the largest eigen vector being the longest axis etc.

 

If the underlying data distribution is assumed to be normal, then elliptical surface is given by the axis-es formed which r eigen vectors.

 

I dont recollect a web link where it is given nicely but i hope to find out and let u know.

stat700004 <stat700004@...> wrote:

Dear all,

Can anyone please give Geometrical Interpretation of Eigen value and
Eigen vector of any square matrix?

Thanks and regards,
stat


thanks in advance

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