Issues-with-covaraince-matrix.md

@@ -19,5 +19,6 @@ In the above figures, the quantity 'pinv' refers to the `numpy.linalg.pinv` func
 
 Now, we discuss that the covariance matrix is ill-conditioned (i.e., nearly singular). Let us focus on the eignevalues of the covaraince matrix.
 <img src="uploads/b4604ec7877c560d6f7aa9232ffd4c08/eigenvalues1.png"  width="440" >
+The above plot shows the array of the eigenvalues. This plot indicates that the covariance matrix is ill-conditioned since several eigenvalues are close to zero. Also, the eigenvalues are oscillating around and after the index number 400 (the eigenvalues below ~1e-11), which occurs due to the numerical inaccuracies. This can affect the inverse calculation since the inverse is proportional to $`1/det(\Siagma)`$
 
  However, the question is that why `pinv` is working better than the simple `inv` function.