Using c# language covariance matrix, correlation coefficient matrix and their eigenvalue calculation, source code, has been debugged.

c#协方差矩阵、相关系数矩阵及它们的特征值计算\主成分分析\App.config
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............................................\..........\Program.cs
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............................................\..........\..........\Resources.Designer.cs
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............................................\..........\..........\Settings.Designer.cs
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............................................\..........\主成分分析.csproj
............................................\..........\矩阵.cs
............................................\主成分分析.sln
............................................\主成分分析.v11.suo
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............................................\主成分分析
c#协方差矩阵、相关系数矩阵及它们的特征值计算

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