I was wondering if there was any special meaning to the eigenvalues/eigenvectors of a correlation matrix. I get what they mean in a covariance matrix, and how that relates to PCA, though. Can you do PCA with the eigenvalues of a correlation matrix instead? What would the PC's mean in that case?
2026-03-30 15:28:30.1774884510
What do the eigenvalues of a correlation matrix represent?
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