W1D5 tutorial content discussion

If I’m understanding your question, then yes – you can have zero correlation coefficient but unequal eigenvalues. Consider if your 2D data were generated from a multivariate gaussian that has a diagonal covariance matrix [[var1, 0], [0,var2]] – so variance in x (var1, which is eigval 1) can be different than variance in y (var2, which is eigval 2)

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