Hello.

I have a matrix X of N dimension, where N is the number of the features. Now to reduce the features from N to k (number of principal components), I want to use PCA. But lets say, if I run PCA with k=N, such that the dimension of the data is not reduced at all. After that if we reconstruct the X matrix,which gives us Xapprox. Now will Xapprox be same as my original X, meaning Xapprox = X ?

Thanks

Shubham