On the explanatory power of principal components

Daniel A. Diaz-Pachon, J. Sunil Rao, Jean-Eudes Dazard

We show that if we have an orthogonal base ($u_1,\dots ,u_p$) in a $p$-dimensional vector space, and select $p+1$ vectors $v_1,\dots ,v_p$ and $w$ such that the vectors traverse t…