What is the mathematical relationship between Eigenvalues and Eigenvectors in PCA?

  • Eigenvalues are scalar multiples of eigenvectors
  • They are inversely related
  • They are the same
  • They are unrelated
In PCA, eigenvalues and eigenvectors have a mathematical relationship where the eigenvalues are scalar multiples of the eigenvectors. They form the eigenvalue-eigenvector equation for the covariance matrix.
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