In the ‘PCA Mathematical Formula’ lesson, we saw this formula at the end. I am trying to figure out the dimensions of the matrices to make it work. In particular, I am confused about the matrix V, which I think should be 9x2. However, I want to know if my understanding is correct.
As far I understand because I haven’t done this course;
if V1 dimensions are mxn and V2 dimensions are mxl (the number of row should be same in this configuration) then the resulting V is of dimensions mx(n+l) because you are just dividing the matrix elements of each matrices with a scalar.