diff --git a/README.md b/README.md index 342f963..50e7bde 100644 --- a/README.md +++ b/README.md @@ -10,7 +10,7 @@ expressions: $$ \mathbf{Y} = \mathbb{KLT}\{\mathbf{X}\}, C = \frac{1}{n-1}\mathbf{X}*\mathbf{X}, -\mathbf{V}^{-1}\matbf{C}\mathbf{V} = \mathbf{D}, +\mathbf{V}^{-1}\mathbf{C}\mathbf{V} = \mathbf{D}, \mathit{W} \subset \mathit{V}, T = \mathbf{B} \cdot \mathbf{W}. $$ @@ -20,5 +20,8 @@ $\mathit{W}$ which is a subset of eigenvectors, explicitly or intuitively selected. Matrix $\mathbf{T}$ is the newly reduced data with an explained variance ratio $\lt1.0$, though typically very high. +For further information, or if the $\LaTeX$ does not render properly or in full, +see [Principal Component Analysis](https://en.wikipedia.org/wiki/Principal_component_analysis#Computation_using_the_covariance_method) + The source code is built entirely on the GNU GSL (2.7) library, to utilise BLAS optimised functionality.