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Description: PCA algorithm programming steps: 1, access means 2, the calculation of covariance matrix and its eigenvalues and eigenvectors 3, calculating the covariance matrix of eigenvalues greater than the threshold number of 4, in descending order of eigenvalues 5, remove the smaller eigenvalue 6, remove the larger eigenvalue (usually not this step) 7, the combined choice of eigenvalues 8, select the appropriate eigenvalues and eigenvectors 9, whitening matrix calculation 10, principal component extraction
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