On Mon, Feb 4, 2013 at 7:21 PM, Oscar Benjamin
<oscar.j.benja...@gmail.com> wrote:
> eigenvalues, eigenvectors = np.linalg.eig(C)
First sort by eigenvalue magnitude:
>>> idx = np.argsort(eigenvalues)[::-1]
>>> print idx
[ 0 1 2 3 8 10 11 12 14 22 20 21 18 19 23 24 17 16 15 13 9 7 5 6 4]
>>> eigenvalues = eigenvalues[idx]
>>> eigenvectors = eigenvectors[:, idx]
> # 2D PCA - get the two eigenvectors with the largest eigenvalues
> v1, v2 = eigenvectors[:,:2].T
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