I have the following question:
Given 3 points (-1, 1), (0, 0), (1, 1). What's the first principal component and what are the coordinates of the projected data points? What would be the variance of the projected data? How to reconstruct the original data points and what would be the reconstruction error (squared)?
Am I right that the first PC would just be a horizontal line at y = 0.5 because the PC is the best fit line where the variance of the data is the maximum? And the variance would be 2 in that case?
Any help much appreciated.