PCA 2: the math - step-by-step with a simple example

The e-book is a plain PDF document that includes 140 pages that correspond to my video on YouTube with the same name. It is basically a copy of the manuscript for making the video, including the same pictures and text as shown in the video. In this second PDF about PCA, we will have a look at its math (the eigendecomposition). We will compute the PCA based on the eigenvectors of the covariance matrix.

NOTE: this book is also included in the package "Multivariate statistics - a full course". Thus, do not buy this book is you aim to buy the the PDFs included in "Multivariate statistics - a full course"