Computer scienceData scienceMachine learningData preprocessingFeature engineering

Principal component analysis

The covariance matrix

Report a typo

Which of the following could be a covariance matrix?

Select one or more options from the list

\begin{bmatrix} 0.1 & 0.35 & 0.56\\ 0.3 & 0.43 & 0.24\\ 0.56 & 0.21& 0.14 \end{bmatrix}

\begin{bmatrix} 0.1 & 0.3 & 0.56\\ 0.3 & 0.43 & 0.21 \end{bmatrix}

\begin{bmatrix} 1 & 0 & 0\\ 0 & 1 & 0\\ 0 & 0& 1\end{bmatrix}

\begin{bmatrix} 0.65 & 0.3 & 0.56\\ 0.3 & 0.43 & 0.21\\ 0.56 & 0.21& 0.67 \end{bmatrix}

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