I've got a set of training face images (40 images). Each image size is 28*34. From there, I'm able to get eigenVector, Score, Latent using princomp
function in Matlab.
I've got 952 latents (eigenvalues in covariance matrix) which are in descending form : 4.2785 to 0 . Eigenvalues are zeros from k=40 onwards.
May i know what does the the eigenvalues indicate ? (say bigger value means more significant to variance?) how could I identify the best k value (Principal component)?
Thank you so much for your help !