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Problem Set 1 (14.4 - 21.4.08)

This problem set is only some kind of warm-up exercise.

Exercise 1

  1. 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).
  2. Test your implenentation on a two dimensional Gaussian cloud of data points. Plot the data and the PCA eigenvectors (e.g. using matplotlib).