I have a correlation matrix which has the first 6 eigenvalues substantially greater than the last 11. Also, the last eleven are nearly 1's. Does that mean that the last values symbolize the noise. I am confused why my eigenvalues drop at some point dramatically and remain nearly ones. Something is going on but I cannot wrap my head around.
2026-03-25 14:18:19.1774448299
Correlation matrix and eigenvalues
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