Peer
uest
Principal component analysis is popular method to reduce high dimension data.
Let \(X_{i}=(x_{1i},x_{2i},...,x_{K,i}) ^{'}\) be a k-dimension vector for each \(i=1,2,...,N\).
\(\prod_{\xi_1,...,\xi_L}X_i=a_{1i}\xi_1+a_{2i}\xi_2+...+a_{L,i}\xi_{L}\)
where \(a_{li}=\langle X_i,\xi_l\rangle=X_i^{'}\xi_l\)
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