Chunk #150 — Discussion — The Spectrum of the Covariance Matrix

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Population structure and eigenanalysis.

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yes

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We now consider the action of V on the K-dimensional subspace F. It is convenient to define , a quantity we will need repeatedly. Let for each k (1 ≤ k ≤ K), f [k] be the vector whose coordinates are 0 except for samples i where π(i) = k, and where for such samples: