In practice, the correlation matrix of the data is constructed and the eigenvectors on this matrix are computed.
From the en.wikipedia.org
Spearman correlation matrix between the 40 most abundant bacterial families detected by HtS methods as the principal variable and geochemical attributes as the supplementary variable.
From the nature.com
For the covariance or correlation matrix, the eigenvectors correspond to principal components and the eigenvalues to the variance explained by the principal components.
From the en.wikipedia.org
In spite of these findings, no one has yet adequately described the correlation between the extracellular matrix topographic features and atherogenesis onset.
From the nature.com
Allele-specific transactivation of matrix metalloproteinase 7 by FOXA2 and correlation with plasma levels in idiopathic pulmonary fibrosis.
From the nature.com
The factor exposures remain unchanged, while the covariance matrix is used to adjust the factor returns based on their correlation with the shocked factor.