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Maximum eigenvalue and the corresponding eigenvector.

1． Using power method to find the eigenvalue with maximum modulus and its eigenvector for the following matrixes

Probabilistic Principal Components Analysis. [VAR, U, LAMBDA] = PPCA(X, PPCA_DIM) computes the principal ％ component subspace U of dimension PPCA_DIM using a centred covariance matrix X. The variable VAR contains the off-subspace variance (which is assumed to be spherical), while the vector LAMBDA ...