Date: Oct 31, 2011 2:07 AM
Subject: how to compute length of principal axis
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?