https://careers.temple.edu/sites/careers/files/documents/Employee_Manual.pdf
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https://cis.temple.edu/~latecki/Courses/AI-Fall12/Lectures/GreatMatrixIntro.pdf
as given in Example 1. Since‚ 1’5:241,2’0:765and tr(G)=4+2=6, the first PC explains5:241=6 ’0 8735or87percent of the variance inG. Note, however, that although the first PC accounts for the majority of variation, the amount of variation explained by PC1 for anyparticularvariabley= bTx depends on the projection ofbonto PC1. For example ...