Original data restored using only a single eigenvector

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"./lossyplusmean.dat"

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Figure 3.5: The reconstruction from the data that was derived using only a single eigenvector
it to the original data plot in Figure 3.1 and you will notice how, while the variation
along the principle eigenvector (see Figure 3.2 for the eigenvector overlayed on top of
the mean-adjusted data) has been kept, the variation along the other component (the
other eigenvector that we left out) has gone.

Exercises

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What do the eigenvectors of the covariance matrix give us?

At what point in the PCA process can we decide to compress the data? What
effect does this have?
For an example of PCA and a graphical representation of the principal eigenvectors, research the topic Eigenfaces, which uses PCA to do facial recognition

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