A centered dataset of observations in has scatter matrix with eigenvalues . The covariance matrix is defined as .
A student claims: "The largest eigenvalue of is , and the sum of all eigenvalues of is ."
These claims are inconsistent with . Find the minimum integer such that the sum of the largest eigenvalues of the true is at least .
C
Step-by-Step Solution
Key idea: this is a contradiction problem where the student's claims reveal a unit mismatch ( vs ), and you must compute the true eigenvalues of to answer the minimum question.
Step 1: compute the true eigenvalues of .
The eigenvalues of are . So the eigenvalues of are:
Step 2: verify the student's claims are contradictory.
The student claims and sum .
True . True sum .
(The student likely used , giving eigenvalues with sum .)
Step 3: find the minimum such that the sum of the largest eigenvalues of is at least .
: sum .
: sum .
So the minimum is .
Answer: