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Math Forum » Discussions » sci.math.* » sci.math.independent

Topic: how to compute length of principal axis
Replies: 6   Last Post: Oct 31, 2011 6:04 PM

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mbalover9@gmail.com

Posts: 38
Registered: 6/3/09
how to compute length of principal axis
Posted: Oct 31, 2011 2:07 AM
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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.

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