Suppose we have n cases, p variables
Then the data matrix is an n by p matrix with the ij-th cell being
the value of the j-th variable for i-th case :
x11
x12 x13 ........ x1p
x21
x22 x23 ...........x2p
( .................................. ...
)
.....................................
xn1 xn2
..................xnp
If we substract the sample mean for each variable out, then the new
data matrix
would have column mean equal 0
For the rest of discussion, we will work on this new data matrix.