Problem Set 1 (14.4 - 21.4.08)
This problem set is only some kind of warm-up exercise.
- Implement Principal Component Analysis (PCA) for an arbitrary set of n-dimensdional input data. Do this in an object oriented way (i.e. define some kind of PCA class).
- Test your implenentation on a two dimensional Gaussian cloud of data points. Plot the data and the PCA eigenvectors (e.g. using matplotlib).