Eigenvectors, PCA, Covariance and Entropy - Deeplearning4j: Open-source, Distributed Deep Learning for the JVM

This post introduces eigenvectors and their relationship to matrices in plain language and without a great deal of math. It builds on those ideas to explain covariance, principal component analysis, and information entropy. The eigen in eigenvector comes from German, and it means something like "very own." For example, in German, "mein eigenes Auto" means "my very own car." This car, or this vector, is mine and not someone else's.