At this aspect, matlab tangents of displaystyle f and displaystyle g are parallel or gradients of displaystyle f and displaystyle g are parallel, such that:displaystyle nabla f = lambda nabla gwhere, displaystyle nabla f = frac,frac leftarrow matlab gradient of , f displaystyle nabla g = frac ,frac leftarrow matlab gradient of , g Suppose we are looking to maximize matlab feature displaystyle fx,y=x y issue to matlab constraint displaystyle x^+y^=1. We can apply matlab Lagrange multiplier method to find matlab greatest cost for matlab feature displaystyle f ; matlab Lagrangian is:displaystyle frac=1+2 lambda x=0 displaystyle frac= 1+2lambda y=0 displaystyle frac=x^2+y^2 1Solving matlab device we achieve two stationary points: displaystyle sqrt/2, sqrt/2 and displaystyle sqrt/2,sqrt/2. In order to understand which one is matlab maximum, we just want to replacement matlab in displaystyle fx,y and spot which one as matlab biggest value. In this case matlab maximum is displaystyle sqrt/2, sqrt/2. Use matlab Lagrange multiplier conversion to obtain:displaystyle Lmathbf, lambda = mathbf^T Smathbf lambda mathbf^T mathbf 1 in which displaystyle lambda is engineering fixed in which displaystyle w is eigenvector of displaystyle S and lambda is matlab eigenvalue of displaystyle S as displaystyle Smathbf= lambda mathbf , and displaystyle mathbf^T mathbf=1 , then we will writedisplaystyle mathbf^T Smathbf= mathbf^Tlambda mathbf= lambda mathbf^T mathbf =lambda As may also be seen from matlab above expressions, Varmathbf^top mathbf = mathbf^top S mathbf= lambda wherein lambda is an eigenvalue engineering matlab pattern covariance matrix S and mathbf is its corresponding eigenvector. So Varu i is maximized if lambda i is matlab greatest eigenvalue of S and matlab first valuable element PC is matlab corresponding eigenvector.