Personally, I think an explanation using the SVD would probably be more intuitive: http://math.stackexchange.com/questions/3869/what-is-the-intuitive-relations

Personally, I think an explanation using the SVD would probably be more intuitive: http://math.stackexchange.com/questions/3869/what-is-the-intuitive-relationship-between-svd-and-pca http://math.stackexchange.com/questions/3869/what-is-the-int...