The brief structure leading to the milestone of PCA is as below:
We talked linear transformation of shift yesterday, let's look into the scale today.
Assume the original dataset and its mean value is as follows:
income_data = [23000, 50000, 40000]
E[income_data] = (23000+50000+40000)/3 = 37666.67
Scale: Because of the economic miracle, the government decides to have every citizen's income double.
*income_scale_data = [46000, 1000000, 80000]
E[income_scale_data] = (46000+100000+80000)/3
= 75333.33 = 37666.67 * 2 = E[income_data]2
By observing the change of the value, we got a relationship between the orginal dataset and the scaled dataset, that is, E[income_scale_data] = E[income_data]*2.
Having the formular be more general, it as follows:
E[D*b] = E[D]*b, where b is the number of scaled value