Orthogonal Functions and Transforms
The components of Y are mutually uncorrelated:
Since the eigenvalues ?i are equal to the variances of yi, selection of the largest eigenvalues implies selection of maximum-variance (information content) components.
Applications: Image coding and compression, feature extraction.
Difficulties: In computing the eigenvectors/values of large covariance matrices.
A transformation is valid only for the corresponding set of images.