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.