eigenvalue ,eigenvector , goal of LDA, PCA

PCA : Principal component analysis

Specifically, our combined principal component is the eigenvector corresponding to the largest eigenvalue in the covariance matrix. We can also create additional principal components combining other variables. The second principal component is the eigenvector of the second-largest eigenvalue, and so forth

LDA: Linear discriminant analysis

Steps for implementing LDA are similar to those for PCA. The chief exception is that the former uses the scatter matrix whereas the latter uses the covariance matrix. Otherwise, much as in PCA, LDA computers linear combinations of the data’s original features that correspond to the largest eigenvalues from the scatter matrix. One goal of LDA is to maximize interclass difference while minimizing intraclass difference.