Center data and find PCA direction

Problem

For the points (1,0)(1,0), (3,0)(3,0), and (5,0)(5,0), compute the mean, centered data, covariance with factor 1n\frac{1}{n}, first principal direction, and its explained-variance fraction.

Reveal answer or reference solution

The mean is (3,0)(3,0), and the centered points are (−2,0)(-2,0), (0,0)(0,0), and (2,0)(2,0). The covariance is

[83000].\begin{bmatrix}\frac{8}{3}&0\\0&0\end{bmatrix}.

A first principal direction is (1,0)(1,0), with sign reversal equivalent. It captures all nonzero variance, so the explained fraction is 11.

Outcome

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