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RyotaBannai/select_2_pcs_2.py

Last active December 24, 2018 07:25
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select_2_pcs_2.py
C = np.cov(X.T) # Now shape is 2 *2
w, v = LA.eig(C)
inx = w.argsort()[::-1]
w, v = w[inx], v[:, inx]
w_12 = w[:2]
v_12 = v[:, :2]
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