Physical meaning of Eigen values / Eigen vectors
A Demo for eigenvalues / eigenvectors:
shows that the eigenvectors of the covariance matrix for a set of point vectors represents the principal axes of the distribution and its eigen values are related with the lengths of the distribution along the principal axes. The difference among the eigenvalues determines how oblong the overall shape of the distribution is.
This is an example from book "Applied Numerical Methods Using MATLAB", page 387.
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Alireza (2024). Physical meaning of Eigen values / Eigen vectors (https://www.mathworks.com/matlabcentral/fileexchange/52581-physical-meaning-of-eigen-values-eigen-vectors), MATLAB Central File Exchange. Recuperado .
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