MBALOVER wrote: > Hi all, > > I have a data set and I can compute the vector of the principal axis. > However i do not know if there is an equation to compute the length of > the first principal axis. I know that it related to the largest > eigenvalue. But what is exactly the equation? > > For now, I just compute very expensively by projecting all data points > to the principal axis and compute the maximum distance between every > pair of projected points. However it is not efficient. > > I tried to find the equation in books but could not find it. > > Could you please help? > > Thank you.
You will probably want to have a look at the PASTD algorithm: