Post Closed as "duplicate" by kjetil b halvorsen, mdewey, Peter Flom of
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How dodoes eigenvalues measure variance along the principal components in PCA?

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How do eigenvalues measure variance along the principleprincipal components in PCA?

I understand that eigenvalues measure variance along the principleprincipal components.

Questions

  1. How isare eigenvalues and variance same for PCA?
  2. WhatsWhat is the intuition behind this being the same.?
  3. WhatsWhat is the mathematical proof behind this theory?

How do eigenvalues measure variance along the principle components in PCA?

I understand that eigenvalues measure variance along the principle components.

Questions

  1. How is eigenvalues and variance same for PCA?
  2. Whats is the intuition behind this being the same.
  3. Whats is the mathematical proof behind this theory?

How do eigenvalues measure variance along the principal components in PCA?

I understand that eigenvalues measure variance along the principal components.

Questions

  1. How are eigenvalues and variance same for PCA?
  2. What is the intuition behind this being the same?
  3. What is the mathematical proof behind this theory?
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