A scatter plot. The horizontal axis shows principal component number, labelled 1 to 21. The vertical axis shows eigenvalue, labelled 0 to 9. Points are shown for each integer component number. Component 1 has eigenvalue about 8.3, component 2 has eigenvalue about 2.4, component 3 has eigenvalue about 1.8, component 4 has eigenvalue about 1.2, then the eigenvalues fall steadily until component 21 has eigenvalue about 0.03. Two straight lines have been drawn on the plot. One line goes from about principal component = 1, eigenvalue = 8.3, to principal component = 3, eigenvalue = 1.0. It is labelled "Large eigenvalues". The other line goes from about principal component = 1, eigenvalue = 1.0, to principal component = 21, eigenvalue = 0.03. It is labelled "Small eigenvalues". The points lie along these two lines, making a clear, sharp bend.

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Last updated: 20 May, 2008.