I am trying out the eigenvectors related functions in numpy.linalg.I came across some portions where i have doubts. 1). i have an array X if i calculate L=dot(X,X.transpose()) can L be called the covariance matrix of X?I read so in a paper by Turk&Pentland(equation 3 i think) can someone clarify this ?
2). i tried to find eigenvectors using svd() and eigh() functions evects1,evals,vt=svd(L,0)
evals,evects2=eigh(L)
and sorted both evects1 and evects2 in the descending order of their evals here i find that evects1 and evects2 have same values but some of the values differ in their signs.why is this?
can anyone explain tia W