how to get data covariance matrix:
http://stattrek.com/matrix-algebra/covariance-matrix.aspx
meaning of eigen values of covariance matrix:
https://www.quora.com/What-is-an-eigenvector-of-a-covariance-matrix
标签：asp 数据分布 www class https body vector hat .com
how to get data covariance matrix:
http://stattrek.com/matrix-algebra/covariance-matrix.aspx
meaning of eigen values of covariance matrix:
https://www.quora.com/What-is-an-eigenvector-of-a-covariance-matrix
标签：asp 数据分布 www class https body vector hat .com
原文地址：https://www.cnblogs.com/hong2016/p/8404534.html
