How is the amount of variance explained calculated in PCA?

  • By dividing each eigenvalue by the sum of all eigenvalues
  • By multiplying the eigenvalues with the mean
  • By summing all eigenvalues
  • By taking the square root of the eigenvalues
The amount of variance explained by each principal component in PCA is calculated by dividing the corresponding eigenvalue by the sum of all eigenvalues, and often expressed as a percentage.
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