¥PCs and their variances may be found by calculating eigenvectors and
eigenvectors of either (a) a covariance matrix or (b) a
correlation matrix
(a)Corresponds to successively maximising variances of linear
combinations of the raw variables
(b)Corresponds to standardising each variable to have unit variance before
the successive maximisation
¥NOTE: there is no simple relationship between the PCs found from the two
types of matrix